0.06Open0.10Pre Close61 Volume376 Open Interest20.00Strike Price367.00Turnover42.25%IV4.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1948Delta0.2906Gamma191.30Leverage Ratio-0.0266Theta0.0005Rho37.26Eff Leverage0.0062Vega