0.25Open0.27Pre Close15 Volume92 Open Interest2.50Strike Price355.00Turnover145.64%IV19.93%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2870Delta0.3318Gamma12.71Leverage Ratio-0.0078Theta-0.0006Rho-3.65Eff Leverage0.0024Vega