0.25Open1.00Pre Close14 Volume14 Open Interest195.00Strike Price350.00Turnover15.80%IV2.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1320Delta0.0562Gamma762.12Leverage Ratio-0.0711Theta0.0040Rho100.57Eff Leverage0.0514Vega