0.35Open1.15Pre Close10 Volume24 Open Interest95.00Strike Price350.00Turnover53.58%IV2.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2061Delta0.0930Gamma264.86Leverage Ratio-0.3089Theta0.0007Rho54.58Eff Leverage0.0163Vega