0.35Open0.42Pre Close10 Volume578 Open Interest340.00Strike Price355.00Turnover25.53%IV12.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0400Delta0.0045Gamma1008.30Leverage Ratio-0.0377Theta0.0071Rho40.32Eff Leverage0.0642Vega