0.15Open0.06Pre Close28 Volume40 Open Interest46.00Strike Price390.00Turnover28.28%IV2.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2111Delta0.2263Gamma303.10Leverage Ratio-0.0552Theta-0.0009Rho-64.00Eff Leverage0.0131Vega