2.03Open2.76Pre Close2 Volume4 Open Interest51.00Strike Price387.00Turnover72.00%IV1.60%PremiumDec 20, 2024Expiry Date1.01Intrinsic Value100Multiplier4DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.6002Delta0.0964Gamma24.08Leverage Ratio-0.1992Theta0.0034Rho14.45Eff Leverage0.0215Vega