3.85Open3.50Pre Close1 Volume4 Open Interest10.00Strike Price385.00Turnover129.14%IV0.36%PremiumJan 17, 2025Expiry Date3.80Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9635Delta0.0304Gamma3.58Leverage Ratio-0.0135Theta0.0020Rho3.45Eff Leverage0.0016Vega