0.05Open0.05Pre Close70 Volume100 Open Interest1.00Strike Price350.00Turnover242.22%IV38.71%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1168Delta0.2770Gamma31.00Leverage Ratio-0.0053Theta-0.0001Rho-3.62Eff Leverage0.0006Vega