3.60Open3.85Pre Close1 Volume472 Open Interest75.00Strike Price360.00Turnover29.75%IV2.40%PremiumDec 20, 2024Expiry Date1.76Intrinsic Value100Multiplier16DDays to Expiry1.84Extrinsic Value100Contract SizeAmericanOptions Type0.6599Delta0.0765Gamma25.59Leverage Ratio-0.0610Theta0.0210Rho16.89Eff Leverage0.0590Vega