0.04Open0.28Pre Close107 Volume608 Open Interest70.00Strike Price387.00Turnover66.26%IV4.18%PremiumDec 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0248Delta0.0364Gamma4869.33Leverage Ratio-0.1083Theta0.0000Rho-120.67Eff Leverage0.0014Vega