1.30Open0.60Pre Close3 Volume19 Open Interest38.00Strike Price390.00Turnover57.69%IV5.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.4695Delta0.0793Gamma22.20Leverage Ratio-0.0525Theta0.0086Rho10.42Eff Leverage0.0346Vega