0.58Open0.62Pre Close6 Volume39 Open Interest47.50Strike Price350.00Turnover45.20%IV8.31%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2545Delta0.0780Gamma74.02Leverage Ratio-0.0447Theta0.0045Rho18.84Eff Leverage0.0292Vega