1.21Open1.51Pre Close3 Volume106 Open Interest49.50Strike Price361.00Turnover30.92%IV1.09%PremiumAug 2, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6390Delta0.2201Gamma46.28Leverage Ratio-0.0674Theta-0.0036Rho-29.57Eff Leverage0.0207Vega