0.65Open2.15Pre Close6 Volume52 Open Interest83.00Strike Price381.00Turnover9.71%IV0.37%PremiumDec 13, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6895Delta0.6502Gamma222.00Leverage Ratio-0.0745Theta0.0026Rho153.07Eff Leverage0.0197Vega