3.52Open4.00Pre Close1 Volume11 Open Interest53.00Strike Price352.00Turnover83.10%IV0.20%PremiumAug 2, 2024Expiry Date3.41Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8173Delta0.0650Gamma14.65Leverage Ratio-0.2048Theta0.0032Rho11.97Eff Leverage0.0130Vega