0.35Open0.26Pre Close10 Volume1.52K Open Interest2.50Strike Price350.00Turnover98.19%IV9.20%PremiumNov 15, 2024Expiry Date0.11Intrinsic Value100Multiplier9DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6819Delta0.8681Gamma11.60Leverage Ratio-0.0085Theta0.0004Rho7.91Eff Leverage0.0015Vega