3.50Open4.10Pre Close1 Volume30 Open Interest32.50Strike Price350.00Turnover155.04%IV0.03%PremiumJan 10, 2025Expiry Date3.49Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9526Delta0.0514Gamma8.23Leverage Ratio-0.1313Theta-0.0005Rho-7.84Eff Leverage0.0012Vega