0.35Open0.49Pre Close10 Volume1.01K Open Interest3.50Strike Price350.00Turnover56.73%IV2.94%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7639Delta0.8131Gamma12.47Leverage Ratio-0.0054Theta0.0008Rho9.52Eff Leverage0.0021Vega