1.53Open2.07Pre Close2 Volume46 Open Interest133.00Strike Price395.00Turnover15.44%IV0.05%PremiumDec 27, 2024Expiry Date2.35Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9245Delta0.0844Gamma55.36Leverage Ratio-0.0579Theta0.0080Rho51.18Eff Leverage0.0155Vega