3.80Open4.77Pre Close1 Volume4.59K Open Interest13.00Strike Price380.00Turnover121.41%IV2.65%PremiumJan 17, 2025Expiry Date3.55Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8050Delta0.0949Gamma2.49Leverage Ratio-0.0157Theta-0.0059Rho-2.00Eff Leverage0.0067Vega