3.55Open3.26Pre Close1 Volume7.68K Open Interest15.00Strike Price355.00Turnover6124.85%IV1.64%PremiumDec 20, 2024Expiry Date3.25Intrinsic Value100Multiplier-1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9840Delta0.0235Gamma6.58Leverage Ratio-36.7107Theta0.0000Rho6.47Eff Leverage0.0000Vega