3.50Open2.30Pre Close1 Volume148 Open Interest55.00Strike Price350.00Turnover53.86%IV7.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4369Delta0.0503Gamma20.05Leverage Ratio-0.0592Theta-0.0166Rho-8.76Eff Leverage0.0574Vega