0.05Open0.06Pre Close70 Volume156 Open Interest52.80Strike Price350.00Turnover56.05%IV8.23%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0419Delta0.0311Gamma1149.60Leverage Ratio-0.0355Theta-0.0002Rho-48.20Eff Leverage0.0046Vega