3.53Open2.75Pre Close1 Volume6 Open Interest170.00Strike Price353.00Turnover25.26%IV2.72%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.53Extrinsic Value100Contract SizeAmericanOptions Type0.4968Delta0.0358Gamma39.99Leverage Ratio-0.1017Theta0.0543Rho19.87Eff Leverage0.1759Vega