0.34Open0.35Pre Close12 Volume99 Open Interest90.00Strike Price355.00Turnover50.71%IV4.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1350Delta0.0647Gamma382.76Leverage Ratio-0.1576Theta0.0007Rho51.66Eff Leverage0.0144Vega