3.50Open3.55Pre Close1 Volume32 Open Interest7.00Strike Price350.00Turnover5780.91%IV7.03%PremiumAug 16, 2024Expiry Date2.81Intrinsic Value100Multiplier-1DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.8549Delta0.0594Gamma3.11Leverage Ratio-26.3374Theta0.0000Rho2.66Eff Leverage0.0002Vega