0.35Open0.40Pre Close11 Volume454 Open Interest40.00Strike Price385.00Turnover21.26%IV4.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2928Delta0.1642Gamma103.12Leverage Ratio-0.0166Theta0.0071Rho30.19Eff Leverage0.0338Vega