11.54Open12.65Pre Close248 Volume656 Open Interest975.00Strike Price361.47KTurnover28.88%IV0.23%PremiumDec 6, 2024Expiry Date15.92Intrinsic Value100Multiplier2DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type0.7923Delta0.0142Gamma53.49Leverage Ratio-1.7351Theta0.0383Rho42.38Eff Leverage0.2005Vega