0.30Open0.36Pre Close9 Volume41 Open Interest30.00Strike Price353.00Turnover50.63%IV1.07%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.5408Delta0.2404Gamma38.41Leverage Ratio-0.0775Theta-0.0019Rho-20.77Eff Leverage0.0130Vega