0.47Open0.50Pre Close7 Volume10 Open Interest367.50Strike Price367.00Turnover29.00%IV4.85%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0547Delta0.0093Gamma1377.64Leverage Ratio-0.1408Theta-0.0022Rho-75.40Eff Leverage0.0455Vega