358.20Open357.90Pre Close2 Volume134 Open Interest390.00Strike Price71.64KTurnover360.79%IV0.06%PremiumJan 17, 2025Expiry Date357.78Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9936Delta0.0001Gamma2.08Leverage Ratio-0.4899Theta0.0226Rho2.07Eff Leverage0.0103Vega