0.40Open0.05Pre Close10 Volume16 Open Interest145.00Strike Price350.00Turnover70.45%IV4.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1050Delta0.0309Gamma505.20Leverage Ratio-0.3000Theta-0.0005Rho-53.05Eff Leverage0.0152Vega