3.50Open4.75Pre Close1 Volume10 Open Interest80.00Strike Price350.00Turnover17.48%IV1.90%PremiumDec 20, 2024Expiry Date1.94Intrinsic Value100Multiplier25DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.7361Delta0.0869Gamma28.01Leverage Ratio-0.0315Theta0.0396Rho20.62Eff Leverage0.0703Vega