1.35Open0.70Pre Close3 Volume322 Open Interest17.50Strike Price351.00Turnover41.53%IV1.84%PremiumJan 17, 2025Expiry Date0.64Intrinsic Value100Multiplier13DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6633Delta0.2789Gamma18.73Leverage Ratio-0.0176Theta-0.0037Rho-12.43Eff Leverage0.0116Vega