0.05Open0.07Pre Close46 Volume918 Open Interest35.00Strike Price386.00Turnover29.59%IV4.13%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1041Delta0.1772Gamma673.20Leverage Ratio-0.0230Theta0.0004Rho70.06Eff Leverage0.0062Vega