0.15Open0.20Pre Close25 Volume893 Open Interest14.00Strike Price356.00Turnover26.33%IV4.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2606Delta0.4994Gamma135.40Leverage Ratio-0.0092Theta0.0011Rho35.28Eff Leverage0.0080Vega