0.16Open0.10Pre Close25 Volume562 Open Interest17.00Strike Price354.00Turnover55.88%IV9.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1406Delta0.1938Gamma195.63Leverage Ratio-0.0202Theta0.0004Rho27.51Eff Leverage0.0046Vega