3.94Open6.30Pre Close1 Volume442 Open Interest97.50Strike Price394.00Turnover38.55%IV3.15%PremiumDec 20, 2024Expiry Date0.84Intrinsic Value100Multiplier28DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.5655Delta0.0377Gamma20.70Leverage Ratio-0.0809Theta0.0387Rho11.71Eff Leverage0.1067Vega