3.50Open3.45Pre Close1 Volume10 Open Interest21.00Strike Price350.00Turnover228.66%IV3.34%PremiumNov 22, 2024Expiry Date2.90Intrinsic Value100Multiplier4DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6992Delta0.0830Gamma5.03Leverage Ratio-0.2011Theta-0.0015Rho-3.52Eff Leverage0.0064Vega