3.50Open3.20Pre Close1 Volume64 Open Interest150.00Strike Price350.00Turnover25.44%IV3.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.4900Delta0.0394Gamma39.72Leverage Ratio-0.0866Theta0.0493Rho19.46Eff Leverage0.1585Vega