1.80Open1.60Pre Close2 Volume31 Open Interest37.50Strike Price355.00Turnover46.98%IV2.11%PremiumDec 20, 2024Expiry Date0.94Intrinsic Value100Multiplier20DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.6187Delta0.0903Gamma17.28Leverage Ratio-0.0434Theta0.0118Rho10.69Eff Leverage0.0342Vega