3.54Open3.30Pre Close1 Volume101 Open Interest35.00Strike Price354.00Turnover63.41%IV0.76%PremiumDec 20, 2024Expiry Date3.25Intrinsic Value100Multiplier22DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7466Delta0.0536Gamma8.84Leverage Ratio-0.0464Theta0.0147Rho6.60Eff Leverage0.0301Vega