0.25Open0.30Pre Close15 Volume3.89K Open Interest3.00Strike Price390.00Turnover87.84%IV7.54%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier19DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5771Delta0.6293Gamma11.09Leverage Ratio-0.0064Theta0.0008Rho6.40Eff Leverage0.0028Vega