0.10Open0.10Pre Close24 Volume1.12K Open Interest35.00Strike Price352.00Turnover4.03%IV0.26%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier13DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6674Delta1.3460Gamma200.34Leverage Ratio-0.0065Theta0.0085Rho133.70Eff Leverage0.0242Vega