0.85Open0.50Pre Close4 Volume230 Open Interest15.00Strike Price390.00Turnover48.13%IV0.56%PremiumDec 20, 2024Expiry Date1.01Intrinsic Value100Multiplier7DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9272Delta0.1240Gamma13.63Leverage Ratio-0.0120Theta0.0027Rho12.63Eff Leverage0.0032Vega