3.50Open2.56Pre Close1 Volume17 Open Interest41.00Strike Price350.00Turnover112.20%IV4.83%PremiumJan 17, 2025Expiry Date1.45Intrinsic Value100Multiplier4DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.6090Delta0.0776Gamma16.81Leverage Ratio-0.2555Theta0.0025Rho10.24Eff Leverage0.0169Vega