0.15Open0.20Pre Close25 Volume893 Open Interest14.00Strike Price356.00Turnover26.05%IV4.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2607Delta0.4997Gamma135.40Leverage Ratio-0.0090Theta0.0012Rho35.29Eff Leverage0.0081Vega