3.52Open4.00Pre Close1 Volume11 Open Interest53.00Strike Price352.00Turnover79.40%IV0.20%PremiumAug 2, 2024Expiry Date3.41Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8178Delta0.0650Gamma14.65Leverage Ratio-0.1874Theta0.0035Rho11.98Eff Leverage0.0135Vega