0.35Open0.49Pre Close10 Volume1.01K Open Interest3.50Strike Price350.00Turnover55.37%IV2.94%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7644Delta0.8134Gamma12.47Leverage Ratio-0.0051Theta0.0009Rho9.53Eff Leverage0.0021Vega