0.05Open0.10Pre Close70 Volume240 Open Interest1.50Strike Price350.00Turnover105.56%IV8.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3913Delta1.9647Gamma28.60Leverage Ratio-0.0064Theta0.0001Rho11.19Eff Leverage0.0007Vega