0.49Open0.66Pre Close8 Volume168 Open Interest10.50Strike Price387.00Turnover63.19%IV0.52%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7084Delta0.5097Gamma19.62Leverage Ratio-0.0287Theta-0.0008Rho-13.90Eff Leverage0.0037Vega