0.12Open0.15Pre Close27 Volume22 Open Interest53.00Strike Price364.00Turnover24.13%IV3.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1463Delta0.1521Gamma474.00Leverage Ratio-0.0348Theta-0.0010Rho-69.33Eff Leverage0.0143Vega