0.15Open0.15Pre Close23 Volume0 Open Interest21.00Strike Price354.00Turnover606.08%IV97.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0634Delta0.0297Gamma106.90Leverage Ratio-0.0984Theta0.0000Rho6.77Eff Leverage0.0009Vega