0.25Open0.35Pre Close15 Volume283 Open Interest7.00Strike Price359.00Turnover47.53%IV0.42%PremiumDec 20, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7131Delta0.8823Gamma26.18Leverage Ratio-0.0153Theta0.0006Rho18.67Eff Leverage0.0028Vega