0.05Open0.07Pre Close55 Volume583 Open Interest107.00Strike Price364.00Turnover85.99%IV12.40%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0226Delta0.0099Gamma2117.11Leverage Ratio-0.0446Theta0.0001Rho47.89Eff Leverage0.0034Vega