0.01Open0.01Pre Close356 Volume645 Open Interest9.50Strike Price356.00Turnover357.16%IV66.26%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0215Delta0.0380Gamma572.00Leverage Ratio-0.0099Theta0.0000Rho12.31Eff Leverage0.0002Vega