3.50Open3.30Pre Close1 Volume56 Open Interest13.00Strike Price350.00Turnover150.16%IV1.60%PremiumJan 17, 2025Expiry Date3.24Intrinsic Value100Multiplier15DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8133Delta0.0544Gamma4.22Leverage Ratio-0.0458Theta0.0038Rho3.43Eff Leverage0.0088Vega