0.12Open0.11Pre Close22 Volume147 Open Interest26.50Strike Price354.00Turnover58.81%IV4.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.1908Delta0.2088Gamma197.00Leverage Ratio-0.0761Theta-0.0003Rho-37.58Eff Leverage0.0060Vega