0.35Open0.22Pre Close10 Volume64 Open Interest39.00Strike Price350.00Turnover45.32%IV4.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2223Delta0.1866Gamma188.05Leverage Ratio-0.0774Theta0.0007Rho41.80Eff Leverage0.0105Vega