3.90Open4.40Pre Close1 Volume39 Open Interest75.00Strike Price390.00Turnover37.11%IV0.57%PremiumDec 20, 2024Expiry Date3.49Intrinsic Value100Multiplier19DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6921Delta0.0591Gamma15.89Leverage Ratio-0.0510Theta-0.0229Rho-11.00Eff Leverage0.0574Vega