0.20Open0.25Pre Close24 Volume644 Open Interest30.00Strike Price394.00Turnover56.29%IV26.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1002Delta0.0446Gamma136.34Leverage Ratio-0.0112Theta0.0019Rho13.66Eff Leverage0.0123Vega