3.90Open4.60Pre Close1 Volume563 Open Interest82.50Strike Price390.00Turnover34.04%IV0.75%PremiumJan 17, 2025Expiry Date3.26Intrinsic Value100Multiplier4DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8545Delta0.0703Gamma24.16Leverage Ratio-0.0896Theta0.0086Rho20.64Eff Leverage0.0218Vega