2.70Open2.60Pre Close4.12K Volume1.37K Open Interest7.00Strike Price350.01KTurnover241.09%IV6.85%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6173Delta0.2244Gamma8.85Leverage Ratio-0.1037Theta0.0003Rho5.46Eff Leverage0.0027Vega