0.25Open0.10Pre Close25 Volume55 Open Interest20.00Strike Price392.00Turnover88.00%IV6.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1680Delta0.2185Gamma188.20Leverage Ratio-0.0780Theta0.0001Rho31.61Eff Leverage0.0033Vega