0.05Open1.61Pre Close73 Volume3 Open Interest40.00Strike Price365.00Turnover86.33%IV7.26%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.0776Gamma746.80Leverage Ratio-0.0500Theta0.0001Rho50.91Eff Leverage0.0026Vega