0.25Open0.40Pre Close14 Volume641 Open Interest3.50Strike Price350.00Turnover108.12%IV12.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3631Delta0.3659Gamma12.33Leverage Ratio-0.0079Theta-0.0010Rho-4.48Eff Leverage0.0036Vega