3.64Open5.30Pre Close1 Volume70 Open Interest62.00Strike Price364.00Turnover70.85%IV7.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry3.64Extrinsic Value100Contract SizeAmericanOptions Type-0.4238Delta0.0374Gamma17.50Leverage Ratio-0.0998Theta-0.0152Rho-7.42Eff Leverage0.0580Vega