3.90Open3.90Pre Close1 Volume15 Open Interest50.00Strike Price390.00Turnover32.40%IV1.66%PremiumOct 18, 2024Expiry Date3.02Intrinsic Value100Multiplier11DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.8579Delta0.0734Gamma15.95Leverage Ratio-0.0352Theta0.0134Rho13.68Eff Leverage0.0212Vega