0.04Open0.03Pre Close87 Volume41 Open Interest300.00Strike Price391.00Turnover7.37%IV0.98%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.0637Gamma7428.00Leverage Ratio-0.0330Theta0.0010Rho405.04Eff Leverage0.0259Vega