0.08Open0.13Pre Close66 Volume111 Open Interest430.00Strike Price371.00Turnover91.13%IV15.05%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0056Delta0.0005Gamma8435.00Leverage Ratio-0.0594Theta-0.0001Rho-47.11Eff Leverage0.0058Vega