2.03Open2.76Pre Close2 Volume4 Open Interest51.00Strike Price387.00Turnover73.20%IV2.06%PremiumDec 20, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.6141Delta0.0934Gamma25.13Leverage Ratio-0.2007Theta0.0034Rho15.43Eff Leverage0.0214Vega