0.06Open0.26Pre Close51 Volume373 Open Interest210.00Strike Price387.00Turnover36.52%IV6.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0188Delta0.0078Gamma4930.75Leverage Ratio-0.0355Theta0.0002Rho92.89Eff Leverage0.0074Vega