0.15Open0.20Pre Close25 Volume893 Open Interest14.00Strike Price356.00Turnover26.52%IV4.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2605Delta0.4992Gamma135.40Leverage Ratio-0.0093Theta0.0011Rho35.27Eff Leverage0.0080Vega