0.65Open2.15Pre Close6 Volume52 Open Interest83.00Strike Price381.00Turnover9.59%IV0.37%PremiumDec 13, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6900Delta0.6506Gamma222.00Leverage Ratio-0.0725Theta0.0026Rho153.18Eff Leverage0.0199Vega