0.10Open0.05Pre Close43 Volume318 Open Interest43.50Strike Price394.00Turnover72.49%IV9.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0457Delta0.0443Gamma993.50Leverage Ratio-0.0353Theta0.0001Rho45.40Eff Leverage0.0029Vega