0.08Open0.13Pre Close66 Volume111 Open Interest430.00Strike Price371.00Turnover81.55%IV15.05%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0056Delta0.0005Gamma8435.00Leverage Ratio-0.0572Theta-0.0002Rho-47.09Eff Leverage0.0065Vega