0.15Open0.15Pre Close23 Volume692 Open Interest24.00Strike Price395.00Turnover67.41%IV7.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1485Delta0.1731Gamma225.10Leverage Ratio-0.0531Theta0.0003Rho33.42Eff Leverage0.0046Vega