354.94Open338.65Pre Close1 Volume2 Open Interest280.00Strike Price35.49KTurnover453.68%IV0.36%PremiumDec 13, 2024Expiry Date352.68Intrinsic Value100Multiplier1DDays to Expiry2.26Extrinsic Value100Contract SizeAmericanOptions Type0.9974Delta0.0000Gamma1.79Leverage Ratio-0.1967Theta0.0129Rho1.79Eff Leverage0.0034Vega