0.94Open0.80Pre Close5 Volume19 Open Interest45.00Strike Price368.00Turnover11.27%IV1.29%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier24DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.5515Delta0.3021Gamma75.03Leverage Ratio-0.0136Theta0.0162Rho41.38Eff Leverage0.0460Vega