0.20Open0.85Pre Close16 Volume44 Open Interest12.50Strike Price395.00Turnover94.94%IV29.57%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2043Delta0.1162Gamma39.36Leverage Ratio-0.0141Theta0.0012Rho8.04Eff Leverage0.0073Vega