0.70Open0.85Pre Close5 Volume9 Open Interest2.50Strike Price350.00Turnover145.71%IV6.25%PremiumAug 16, 2024Expiry Date0.58Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7152Delta0.5063Gamma2.84Leverage Ratio-0.0052Theta-0.0010Rho-2.03Eff Leverage0.0016Vega