3.50Open3.50Pre Close1 Volume0 Open Interest165.00Strike Price350.00Turnover43.35%IV6.36%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.3812Delta0.0219Gamma36.42Leverage Ratio-0.1504Theta0.0360Rho13.88Eff Leverage0.1529Vega