387.00Open364.07Pre Close103 Volume2.05K Open Interest230.00Strike Price3.97MTurnover986.53%IV0.71%PremiumJan 17, 2025Expiry Date387.12Intrinsic Value100Multiplier1DDays to Expiry4.38Extrinsic Value100Contract SizeAmericanOptions Type0.9749Delta0.0002Gamma1.58Leverage Ratio-4.3604Theta0.0076Rho1.54Eff Leverage0.0218Vega