3.50Open4.40Pre Close1 Volume2.29K Open Interest80.00Strike Price350.00Turnover27.10%IV1.05%PremiumDec 20, 2024Expiry Date2.63Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.8636Delta0.0870Gamma28.99Leverage Ratio-0.0673Theta0.0086Rho25.04Eff Leverage0.0203Vega