0.36Open0.20Pre Close11 Volume13 Open Interest95.50Strike Price387.00Turnover16.83%IV0.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.3293Delta0.3153Gamma383.92Leverage Ratio-0.1256Theta-0.0015Rho-126.41Eff Leverage0.0247Vega