0.05Open0.10Pre Close59 Volume1.12K Open Interest5.00Strike Price395.00Turnover59.30%IV1.01%PremiumDec 27, 2024Expiry Date0.04Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6123Delta2.9016Gamma66.13Leverage Ratio-0.0348Theta-0.0001Rho-40.49Eff Leverage0.0009Vega