0.68Open1.80Pre Close6 Volume54 Open Interest44.00Strike Price359.00Turnover46.33%IV-0.49%PremiumDec 6, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.6908Delta0.2408Gamma44.91Leverage Ratio-0.1639Theta0.0015Rho31.03Eff Leverage0.0111Vega