3.90Open5.60Pre Close1 Volume63 Open Interest155.00Strike Price390.00Turnover33.18%IV0.80%PremiumDec 6, 2024Expiry Date2.64Intrinsic Value100Multiplier3DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.7380Delta0.0684Gamma45.04Leverage Ratio-0.2855Theta0.0093Rho33.24Eff Leverage0.0467Vega