3.50Open4.10Pre Close1 Volume30 Open Interest32.50Strike Price350.00Turnover185.98%IV0.03%PremiumJan 10, 2025Expiry Date3.49Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9532Delta0.0510Gamma8.23Leverage Ratio-0.1890Theta-0.0003Rho-7.84Eff Leverage0.0010Vega