0.12Open0.15Pre Close27 Volume22 Open Interest53.00Strike Price364.00Turnover23.93%IV3.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1462Delta0.1520Gamma474.00Leverage Ratio-0.0342Theta-0.0010Rho-69.31Eff Leverage0.0144Vega