0.06Open0.10Pre Close61 Volume376 Open Interest20.00Strike Price367.00Turnover36.01%IV4.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1953Delta0.2919Gamma191.30Leverage Ratio-0.0195Theta0.0007Rho37.35Eff Leverage0.0072Vega