0.45Open0.40Pre Close8 Volume1.25K Open Interest50.00Strike Price350.00Turnover18.28%IV0.62%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.5494Delta0.3816Gamma105.45Leverage Ratio-0.0497Theta0.0035Rho57.94Eff Leverage0.0225Vega