3.90Open2.60Pre Close1 Volume15 Open Interest52.50Strike Price390.00Turnover35.25%IV0.29%PremiumDec 20, 2024Expiry Date3.76Intrinsic Value100Multiplier23DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7824Delta0.0712Gamma11.67Leverage Ratio-0.0236Theta-0.0198Rho-9.13Eff Leverage0.0360Vega