3.60Open4.02Pre Close1 Volume2 Open Interest630.00Strike Price360.00Turnover31.55%IV10.23%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.1477Delta0.0048Gamma164.23Leverage Ratio-0.2267Theta0.0562Rho24.26Eff Leverage0.3482Vega