0.10Open0.05Pre Close35 Volume147 Open Interest7.50Strike Price350.00Turnover404.10%IV313.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1577Delta0.1381Gamma18.40Leverage Ratio-0.0103Theta0.0001Rho2.90Eff Leverage0.0010Vega