3.50Open3.68Pre Close1 Volume13 Open Interest27.50Strike Price350.00Turnover86.81%IV0.74%PremiumJan 10, 2025Expiry Date3.32Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9847Delta0.0309Gamma7.27Leverage Ratio-0.0050Theta-0.0007Rho-7.16Eff Leverage0.0006Vega