0.25Open0.15Pre Close14 Volume348 Open Interest95.00Strike Price355.00Turnover38.43%IV13.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0669Delta0.0122Gamma335.85Leverage Ratio-0.0282Theta-0.0044Rho-22.46Eff Leverage0.0359Vega