3.50Open4.75Pre Close1 Volume10 Open Interest80.00Strike Price350.00Turnover25.08%IV2.39%PremiumDec 20, 2024Expiry Date1.55Intrinsic Value100Multiplier25DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.6332Delta0.0704Gamma27.18Leverage Ratio-0.0463Theta0.0333Rho17.21Eff Leverage0.0803Vega