3.90Open3.40Pre Close1 Volume292 Open Interest100.00Strike Price390.00Turnover23.72%IV0.41%PremiumOct 18, 2024Expiry Date3.50Intrinsic Value100Multiplier16DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.7463Delta0.0705Gamma24.13Leverage Ratio-0.0405Theta-0.0244Rho-18.01Eff Leverage0.0642Vega