0.35Open0.30Pre Close10 Volume42 Open Interest3.00Strike Price350.00Turnover76.96%IV3.08%PremiumNov 15, 2024Expiry Date0.25Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7249Delta0.6503Gamma9.29Leverage Ratio-0.0059Theta0.0008Rho6.73Eff Leverage0.0022Vega