0.35Open1.15Pre Close10 Volume24 Open Interest95.00Strike Price350.00Turnover52.53%IV3.17%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2095Delta0.0959Gamma264.06Leverage Ratio-0.3090Theta0.0007Rho55.32Eff Leverage0.0164Vega