0.05Open0.10Pre Close44 Volume380 Open Interest21.00Strike Price360.00Turnover151.72%IV8.12%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0977Delta0.1551Gamma389.40Leverage Ratio-0.1818Theta0.0000Rho38.04Eff Leverage0.0013Vega