0.05Open0.20Pre Close42 Volume41 Open Interest13.00Strike Price391.00Turnover56.01%IV1.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3771Delta0.9776Gamma170.67Leverage Ratio-0.0966Theta0.0001Rho64.36Eff Leverage0.0026Vega