0.20Open0.30Pre Close16 Volume1.55K Open Interest60.00Strike Price359.00Turnover47.68%IV9.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1121Delta0.0503Gamma275.00Leverage Ratio-0.0469Theta0.0012Rho30.81Eff Leverage0.0151Vega