0.55Open1.05Pre Close8 Volume28 Open Interest122.00Strike Price387.00Turnover9.56%IV0.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5233Delta0.2949Gamma212.17Leverage Ratio-0.0656Theta0.0085Rho111.02Eff Leverage0.0563Vega