3.90Open2.25Pre Close1 Volume8 Open Interest30.00Strike Price390.00Turnover65.72%IV2.42%PremiumDec 20, 2024Expiry Date3.10Intrinsic Value100Multiplier25DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.7475Delta0.0559Gamma8.07Leverage Ratio-0.0389Theta0.0143Rho6.03Eff Leverage0.0278Vega