3.65Open3.30Pre Close1 Volume47 Open Interest95.00Strike Price365.00Turnover31.38%IV2.21%PremiumDec 20, 2024Expiry Date1.52Intrinsic Value100Multiplier20DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.6115Delta0.0534Gamma25.40Leverage Ratio-0.0744Theta0.0311Rho15.53Eff Leverage0.0877Vega