0.10Open0.20Pre Close35 Volume5 Open Interest17.50Strike Price350.00Turnover52.16%IV7.40%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1437Delta0.1723Gamma187.90Leverage Ratio-0.0222Theta-0.0005Rho-27.00Eff Leverage0.0057Vega