0.11Open0.32Pre Close60 Volume221 Open Interest95.00Strike Price360.00Turnover7.50%IV0.59%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1678Delta0.4968Gamma2099.78Leverage Ratio-0.0338Theta0.0008Rho352.25Eff Leverage0.0168Vega