0.50Open1.15Pre Close7 Volume28 Open Interest80.00Strike Price350.00Turnover48.73%IV5.16%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0913Delta0.0689Gamma612.39Leverage Ratio-0.0958Theta0.0003Rho55.94Eff Leverage0.0080Vega