0.35Open0.49Pre Close10 Volume1.01K Open Interest3.50Strike Price350.00Turnover51.51%IV2.94%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7659Delta0.8142Gamma12.47Leverage Ratio-0.0045Theta0.0010Rho9.55Eff Leverage0.0022Vega