0.02Open0.13Pre Close306 Volume364 Open Interest86.00Strike Price387.00Turnover62.79%IV17.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0066Delta0.0039Gamma7307.00Leverage Ratio-0.0077Theta0.0001Rho48.47Eff Leverage0.0014Vega