0.35Open0.28Pre Close10 Volume558 Open Interest49.50Strike Price350.00Turnover50.01%IV3.06%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2922Delta0.1766Gamma138.20Leverage Ratio-0.1543Theta0.0009Rho40.38Eff Leverage0.0134Vega