3.50Open1.50Pre Close1 Volume5 Open Interest70.00Strike Price350.00Turnover34.26%IV1.77%PremiumAug 16, 2024Expiry Date2.22Intrinsic Value100Multiplier23DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.6592Delta0.0586Gamma19.26Leverage Ratio-0.0556Theta0.0281Rho12.70Eff Leverage0.0670Vega