0.68Open0.58Pre Close4 Volume26 Open Interest38.37Strike Price352.00Turnover37.40%IV0.77%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7266Delta0.2563Gamma40.11Leverage Ratio-0.0833Theta0.0022Rho29.14Eff Leverage0.0115Vega