0.53Open0.63Pre Close7 Volume2 Open Interest20.00Strike Price359.00Turnover45.78%IV6.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3939Delta0.1672Gamma34.87Leverage Ratio-0.0186Theta0.0048Rho13.74Eff Leverage0.0193Vega