33.20Open34.85Pre Close114 Volume2.76K Open Interest97.00Strike Price395.27KTurnover229.60%IV0.67%PremiumDec 20, 2024Expiry Date33.68Intrinsic Value100Multiplier1DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9975Delta0.0005Gamma3.88Leverage Ratio-0.0678Theta0.0021Rho3.87Eff Leverage0.0005Vega