3.50Open4.70Pre Close1 Volume7 Open Interest230.00Strike Price350.00Turnover19.85%IV1.24%PremiumDec 20, 2024Expiry Date0.63Intrinsic Value100Multiplier20DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.5531Delta0.0367Gamma47.07Leverage Ratio-0.1214Theta0.0678Rho26.03Eff Leverage0.2144Vega