0.35Open0.49Pre Close10 Volume1.01K Open Interest3.50Strike Price350.00Turnover52.36%IV2.94%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier13DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7655Delta0.8140Gamma12.47Leverage Ratio-0.0046Theta0.0009Rho9.54Eff Leverage0.0022Vega