1.53Open2.07Pre Close2 Volume46 Open Interest133.00Strike Price395.00Turnover15.62%IV0.05%PremiumDec 27, 2024Expiry Date2.35Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9239Delta0.0847Gamma55.36Leverage Ratio-0.0589Theta0.0078Rho51.14Eff Leverage0.0155Vega