0.10Open0.05Pre Close43 Volume318 Open Interest43.50Strike Price394.00Turnover68.92%IV10.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0474Delta0.0477Gamma989.38Leverage Ratio-0.0351Theta0.0001Rho46.93Eff Leverage0.0030Vega