0.05Open0.09Pre Close73 Volume192 Open Interest115.00Strike Price387.00Turnover173.60%IV38.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0047Gamma691.79Leverage Ratio-0.1013Theta0.0002Rho19.16Eff Leverage0.0049Vega