3.50Open4.99Pre Close1 Volume58 Open Interest120.00Strike Price350.00Turnover31.67%IV0.55%PremiumDec 20, 2024Expiry Date2.83Intrinsic Value100Multiplier4DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.7605Delta0.0733Gamma35.09Leverage Ratio-0.1677Theta0.0107Rho26.69Eff Leverage0.0416Vega