0.20Open0.17Pre Close25 Volume260 Open Interest8.00Strike Price390.00Turnover45.66%IV4.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4285Delta0.4651Gamma31.12Leverage Ratio-0.0085Theta0.0017Rho13.34Eff Leverage0.0073Vega