0.65Open0.80Pre Close7 Volume128 Open Interest105.00Strike Price350.00Turnover61.00%IV11.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2876Delta0.0226Gamma37.81Leverage Ratio-0.1066Theta0.0169Rho10.87Eff Leverage0.0842Vega