3.66Open3.50Pre Close1 Volume13 Open Interest126.00Strike Price366.00Turnover76.37%IV1.62%PremiumDec 13, 2024Expiry Date1.59Intrinsic Value100Multiplier2DDays to Expiry2.07Extrinsic Value100Contract SizeAmericanOptions Type0.6050Delta0.0567Gamma35.69Leverage Ratio-0.8859Theta0.0036Rho21.59Eff Leverage0.0342Vega