0.43Open0.40Pre Close9 Volume150 Open Interest5.00Strike Price387.00Turnover77.86%IV7.30%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier25DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.4542Delta0.3884Gamma12.33Leverage Ratio-0.0078Theta-0.0017Rho-5.60Eff Leverage0.0052Vega