0.05Open0.95Pre Close36 Volume42 Open Interest20.50Strike Price351.00Turnover40.70%IV3.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2214Delta0.3709Gamma198.50Leverage Ratio-0.0344Theta0.0004Rho43.95Eff Leverage0.0058Vega