0.65Open0.67Pre Close5 Volume269 Open Interest10.00Strike Price361.00Turnover22.85%IV0.84%PremiumDec 20, 2024Expiry Date0.66Intrinsic Value100Multiplier30DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8549Delta0.3246Gamma14.21Leverage Ratio-0.0036Theta0.0070Rho12.15Eff Leverage0.0070Vega