11.54Open12.65Pre Close248 Volume656 Open Interest975.00Strike Price361.47KTurnover28.35%IV0.23%PremiumDec 6, 2024Expiry Date15.92Intrinsic Value100Multiplier2DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type0.7926Delta0.0142Gamma53.49Leverage Ratio-1.6758Theta0.0397Rho42.40Eff Leverage0.2038Vega