0.12Open0.21Pre Close30 Volume879 Open Interest27.50Strike Price350.00Turnover33.51%IV2.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2505Delta0.4471Gamma245.36Leverage Ratio-0.0537Theta0.0004Rho61.46Eff Leverage0.0068Vega