0.35Open0.26Pre Close10 Volume1.52K Open Interest2.50Strike Price350.00Turnover107.32%IV9.62%PremiumNov 15, 2024Expiry Date0.10Intrinsic Value100Multiplier9DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6276Delta0.8757Gamma11.56Leverage Ratio-0.0098Theta0.0003Rho7.25Eff Leverage0.0015Vega