33.20Open34.85Pre Close114 Volume2.76K Open Interest97.00Strike Price395.27KTurnover262.46%IV0.67%PremiumDec 20, 2024Expiry Date33.68Intrinsic Value100Multiplier0DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.9972Delta0.0006Gamma3.88Leverage Ratio-0.0940Theta0.0017Rho3.87Eff Leverage0.0005Vega