0.35Open0.07Pre Close10 Volume995 Open Interest60.00Strike Price350.00Turnover56.82%IV23.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1147Delta0.0254Gamma122.50Leverage Ratio-0.0274Theta0.0039Rho14.06Eff Leverage0.0260Vega