0.25Open1.00Pre Close14 Volume14 Open Interest195.00Strike Price350.00Turnover15.62%IV2.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1320Delta0.0563Gamma762.12Leverage Ratio-0.0697Theta0.0041Rho100.61Eff Leverage0.0519Vega