0.35Open0.49Pre Close10 Volume1.01K Open Interest3.50Strike Price350.00Turnover54.77%IV2.94%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7646Delta0.8135Gamma12.47Leverage Ratio-0.0050Theta0.0009Rho9.53Eff Leverage0.0021Vega