3.50Open3.20Pre Close1 Volume10 Open Interest56.00Strike Price350.00Turnover116.26%IV18.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.3930Delta0.0284Gamma15.40Leverage Ratio-0.1350Theta0.0089Rho6.05Eff Leverage0.0448Vega