3.67Open3.10Pre Close1 Volume778 Open Interest15.00Strike Price367.00Turnover274.97%IV0.87%PremiumJan 17, 2025Expiry Date3.57Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7099Delta0.0815Gamma2.72Leverage Ratio-0.1109Theta-0.0020Rho-1.93Eff Leverage0.0052Vega