3.80Open3.70Pre Close960 Volume2.66K Open Interest52.50Strike Price355.44KTurnover25.79%IV0.97%PremiumDec 20, 2024Expiry Date2.96Intrinsic Value100Multiplier22DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.8235Delta0.0728Gamma16.08Leverage Ratio-0.0255Theta0.0261Rho13.24Eff Leverage0.0357Vega