3.50Open3.80Pre Close1 Volume208 Open Interest50.00Strike Price350.00Turnover59.71%IV2.37%PremiumOct 18, 2024Expiry Date2.37Intrinsic Value100Multiplier12DDays to Expiry1.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6493Delta0.0724Gamma13.81Leverage Ratio-0.0770Theta-0.0098Rho-8.96Eff Leverage0.0320Vega