0.10Open0.30Pre Close33 Volume90 Open Interest32.50Strike Price366.00Turnover71.21%IV8.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0605Delta0.0639Gamma785.11Leverage Ratio-0.0423Theta-0.0001Rho-47.50Eff Leverage0.0032Vega