0.40Open0.30Pre Close8 Volume84 Open Interest75.00Strike Price355.00Turnover56.79%IV21.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1101Delta0.0209Gamma137.67Leverage Ratio-0.0360Theta0.0042Rho15.16Eff Leverage0.0298Vega