1.53Open2.07Pre Close2 Volume46 Open Interest133.00Strike Price395.00Turnover13.72%IV0.05%PremiumDec 27, 2024Expiry Date2.35Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9310Delta0.0812Gamma55.36Leverage Ratio-0.0484Theta0.0096Rho51.54Eff Leverage0.0158Vega