3.56Open3.65Pre Close1 Volume42 Open Interest13.00Strike Price356.00Turnover161.09%IV2.25%PremiumOct 18, 2024Expiry Date3.20Intrinsic Value100Multiplier15DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7971Delta0.0522Gamma4.10Leverage Ratio-0.0504Theta0.0038Rho3.27Eff Leverage0.0095Vega