33.20Open34.85Pre Close114 Volume2.76K Open Interest97.00Strike Price395.27KTurnover296.30%IV0.67%PremiumDec 20, 2024Expiry Date33.68Intrinsic Value100Multiplier0DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9969Delta0.0006Gamma3.88Leverage Ratio-0.1247Theta0.0014Rho3.86Eff Leverage0.0005Vega