0.30Open0.35Pre Close13 Volume321 Open Interest22.50Strike Price390.00Turnover91.04%IV31.79%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1412Delta0.0588Gamma69.20Leverage Ratio-0.0201Theta0.0013Rho9.77Eff Leverage0.0094Vega