0.77Open0.35Pre Close5 Volume7 Open Interest93.00Strike Price385.00Turnover4.47%IV0.48%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.7107Delta0.3243Gamma121.19Leverage Ratio-0.0156Theta0.0419Rho86.13Eff Leverage0.0801Vega