0.15Open0.16Pre Close19 Volume52 Open Interest1.50Strike Price350.00Turnover153.78%IV26.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5174Delta0.6484Gamma6.90Leverage Ratio-0.0041Theta0.0004Rho3.57Eff Leverage0.0016Vega