0.90Open0.96Pre Close4 Volume5 Open Interest18.00Strike Price360.00Turnover46.42%IV3.66%PremiumAug 16, 2024Expiry Date0.25Intrinsic Value100Multiplier24DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5135Delta0.1897Gamma18.68Leverage Ratio-0.0164Theta-0.0057Rho-9.60Eff Leverage0.0182Vega