1.90Open2.25Pre Close2 Volume73 Open Interest65.00Strike Price350.00Turnover36.56%IV2.04%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier6DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.5500Delta0.1251Gamma45.80Leverage Ratio-0.1059Theta0.0061Rho25.19Eff Leverage0.0342Vega