3.90Open5.60Pre Close1 Volume63 Open Interest155.00Strike Price390.00Turnover26.95%IV0.63%PremiumDec 6, 2024Expiry Date2.90Intrinsic Value100Multiplier2DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.8004Delta0.0782Gamma47.13Leverage Ratio-0.2138Theta0.0087Rho37.73Eff Leverage0.0371Vega