0.05Open0.09Pre Close70 Volume457 Open Interest18.00Strike Price350.00Turnover65.22%IV11.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0886Delta0.1273Gamma322.80Leverage Ratio-0.0184Theta0.0002Rho28.59Eff Leverage0.0031Vega