3.50Open4.10Pre Close1 Volume30 Open Interest32.50Strike Price350.00Turnover106.05%IV0.03%PremiumJan 10, 2025Expiry Date3.49Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9508Delta0.0529Gamma8.23Leverage Ratio-0.0350Theta-0.0010Rho-7.82Eff Leverage0.0019Vega