358.20Open357.90Pre Close2 Volume134 Open Interest390.00Strike Price71.64KTurnover383.02%IV0.04%PremiumJan 17, 2025Expiry Date357.89Intrinsic Value100Multiplier2DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9909Delta0.0001Gamma2.09Leverage Ratio-0.7372Theta0.0223Rho2.07Eff Leverage0.0139Vega