0.30Open0.17Pre Close31 Volume225 Open Interest410.00Strike Price354.00Turnover62.59%IV6.16%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0189Delta0.0042Gamma5150.67Leverage Ratio-0.3084Theta0.0001Rho97.39Eff Leverage0.0081Vega