3.90Open2.85Pre Close1 Volume171 Open Interest15.00Strike Price390.00Turnover75.24%IV3.56%PremiumDec 20, 2024Expiry Date3.25Intrinsic Value100Multiplier27DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.8577Delta0.0598Gamma5.07Leverage Ratio-0.0169Theta0.0091Rho4.35Eff Leverage0.0113Vega