0.15Open0.06Pre Close20 Volume1.60K Open Interest33.00Strike Price350.00Turnover33.00%IV5.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2142Delta0.1535Gamma139.33Leverage Ratio-0.0234Theta0.0022Rho29.84Eff Leverage0.0168Vega