358.20Open357.90Pre Close2 Volume134 Open Interest390.00Strike Price71.64KTurnover371.34%IV0.14%PremiumJan 17, 2025Expiry Date357.16Intrinsic Value100Multiplier2DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.9925Delta0.0001Gamma2.09Leverage Ratio-0.5886Theta0.0225Rho2.07Eff Leverage0.0118Vega