0.30Open0.12Pre Close63 Volume124 Open Interest322.50Strike Price352.00Turnover190.73%IV24.05%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0076Delta0.0009Gamma4727.45Leverage Ratio-0.2719Theta0.0000Rho35.81Eff Leverage0.0025Vega