0.35Open0.30Pre Close10 Volume81 Open Interest7.00Strike Price350.00Turnover59.10%IV6.47%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4206Delta0.4017Gamma21.88Leverage Ratio-0.0094Theta-0.0016Rho-9.20Eff Leverage0.0065Vega