3.85Open2.50Pre Close1 Volume32 Open Interest71.00Strike Price385.00Turnover21.12%IV1.44%PremiumJan 17, 2025Expiry Date2.87Intrinsic Value100Multiplier24DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type-0.7663Delta0.0911Gamma21.13Leverage Ratio-0.0189Theta-0.0246Rho-16.19Eff Leverage0.0525Vega