0.35Open0.55Pre Close10 Volume178 Open Interest30.00Strike Price350.00Turnover21.15%IV2.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3327Delta0.2352Gamma87.31Leverage Ratio-0.0124Theta-0.0053Rho-29.05Eff Leverage0.0267Vega