0.65Open2.15Pre Close6 Volume52 Open Interest83.00Strike Price381.00Turnover8.75%IV0.37%PremiumDec 13, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6938Delta0.6540Gamma222.00Leverage Ratio-0.0605Theta0.0031Rho154.01Eff Leverage0.0215Vega