3.60Open3.80Pre Close1 Volume14 Open Interest46.00Strike Price360.00Turnover74.45%IV7.62%PremiumAug 16, 2024Expiry Date0.09Intrinsic Value100Multiplier24DDays to Expiry3.51Extrinsic Value100Contract SizeAmericanOptions Type0.5366Delta0.0450Gamma12.63Leverage Ratio-0.0754Theta0.0141Rho6.78Eff Leverage0.0471Vega