0.15Open0.20Pre Close25 Volume893 Open Interest14.00Strike Price356.00Turnover26.87%IV4.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2604Delta0.4988Gamma135.40Leverage Ratio-0.0095Theta0.0011Rho35.26Eff Leverage0.0079Vega