0.05Open0.15Pre Close79 Volume3 Open Interest692.50Strike Price395.00Turnover171.25%IV14.49%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0034Delta0.0002Gamma16196.20Leverage Ratio-0.4829Theta0.0000Rho-54.96Eff Leverage0.0028Vega