0.05Open0.03Pre Close70 Volume799 Open Interest1.50Strike Price350.00Turnover125.84%IV27.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2748Delta0.9854Gamma24.40Leverage Ratio-0.0032Theta0.0001Rho6.70Eff Leverage0.0009Vega