2.65Open0.20Pre Close993 Volume26 Open Interest65.00Strike Price352.67KTurnover44.24%IV1.26%PremiumAug 16, 2024Expiry Date5.30Intrinsic Value100Multiplier21DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.7641Delta0.0495Gamma9.95Leverage Ratio-0.0398Theta-0.0233Rho-7.60Eff Leverage0.0448Vega