1.05Open0.87Pre Close6 Volume212 Open Interest68.00Strike Price387.00Turnover44.63%IV0.32%PremiumNov 15, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6080Delta0.2607Gamma85.48Leverage Ratio-0.3456Theta0.0010Rho51.97Eff Leverage0.0127Vega