3.90Open3.30Pre Close1 Volume181 Open Interest47.50Strike Price390.00Turnover45.52%IV2.57%PremiumNov 15, 2024Expiry Date2.61Intrinsic Value100Multiplier22DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type0.7121Delta0.0611Gamma13.19Leverage Ratio-0.0478Theta0.0191Rho9.39Eff Leverage0.0418Vega