1.90Open2.25Pre Close2 Volume73 Open Interest65.00Strike Price350.00Turnover42.23%IV2.04%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier5DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.5483Delta0.1246Gamma45.80Leverage Ratio-0.1412Theta0.0046Rho25.11Eff Leverage0.0298Vega