3.50Open1.45Pre Close1 Volume20 Open Interest115.00Strike Price350.00Turnover27.38%IV1.12%PremiumDec 20, 2024Expiry Date2.24Intrinsic Value100Multiplier9DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6566Delta0.0746Gamma34.70Leverage Ratio-0.0901Theta-0.0170Rho-22.78Eff Leverage0.0670Vega