66.80Open21.94Pre Close48 Volume14 Open Interest1505.00Strike Price364.29KTurnover85.17%IV2.87%PremiumJul 19, 2024Expiry Date106.28Intrinsic Value100Multiplier3DDays to Expiry46.30Extrinsic Value100Contract SizeAmericanOptions Type0.7935Delta0.0020Gamma12.94Leverage Ratio-5.4365Theta0.1257Rho10.27Eff Leverage0.4797Vega