0.22Open0.08Pre Close16 Volume149 Open Interest54.00Strike Price355.00Turnover45.72%IV4.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1737Delta0.1062Gamma244.20Leverage Ratio-0.0954Theta-0.0008Rho-42.41Eff Leverage0.0136Vega