3.50Open4.10Pre Close1 Volume11 Open Interest45.00Strike Price350.00Turnover42.42%IV0.93%PremiumJan 17, 2025Expiry Date3.11Intrinsic Value100Multiplier20DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7417Delta0.0786Gamma11.48Leverage Ratio-0.0299Theta-0.0154Rho-8.51Eff Leverage0.0320Vega