0.39Open0.60Pre Close10 Volume41 Open Interest3.00Strike Price390.00Turnover106.95%IV6.12%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier19DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5715Delta0.5792Gamma6.95Leverage Ratio-0.0068Theta-0.0009Rho-3.97Eff Leverage0.0025Vega