3.61Open3.80Pre Close1 Volume192 Open Interest29.00Strike Price361.00Turnover50.00%IV0.37%PremiumDec 20, 2024Expiry Date3.49Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9589Delta0.0404Gamma9.15Leverage Ratio-0.0168Theta0.0050Rho8.78Eff Leverage0.0038Vega