1.15Open0.78Pre Close3 Volume21 Open Interest58.00Strike Price355.00Turnover20.22%IV2.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.5127Delta0.1160Gamma42.03Leverage Ratio-0.0252Theta0.0245Rho21.55Eff Leverage0.0678Vega