0.04Open0.03Pre Close87 Volume8 Open Interest40.50Strike Price350.00Turnover60.23%IV9.77%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0467Delta0.0350Gamma815.27Leverage Ratio-0.0304Theta-0.0002Rho-38.05Eff Leverage0.0045Vega