0.35Open0.50Pre Close10 Volume85 Open Interest33.00Strike Price350.00Turnover50.70%IV16.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1625Delta0.0665Gamma95.80Leverage Ratio-0.0199Theta0.0028Rho15.57Eff Leverage0.0179Vega