2.30Open2.58Pre Close2.57K Volume11.48K Open Interest96.00Strike Price349.84KTurnover40.51%IV2.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.3675Delta0.0959Gamma95.76Leverage Ratio-0.2135Theta-0.0034Rho-35.20Eff Leverage0.0366Vega