0.05Open0.05Pre Close70 Volume25 Open Interest21.00Strike Price350.00Turnover51.77%IV21.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0334Delta0.0205Gamma532.20Leverage Ratio-0.0051Theta-0.0006Rho-17.76Eff Leverage0.0052Vega