0.70Open0.68Pre Close4 Volume139 Open Interest31.00Strike Price359.00Turnover49.19%IV1.70%PremiumAug 16, 2024Expiry Date0.75Intrinsic Value100Multiplier6DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6584Delta0.1746Gamma24.90Leverage Ratio-0.0632Theta0.0036Rho16.39Eff Leverage0.0157Vega