3.50Open3.70Pre Close1 Volume118 Open Interest20.00Strike Price350.00Turnover1952.91%IV-0.34%PremiumJul 19, 2024Expiry Date3.58Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8268Delta0.0557Gamma5.82Leverage Ratio-16.2855Theta0.0000Rho4.81Eff Leverage0.0006Vega