3.50Open4.50Pre Close1 Volume3 Open Interest88.00Strike Price350.00Turnover33.82%IV0.05%PremiumOct 18, 2024Expiry Date3.46Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6997Delta0.0605Gamma19.21Leverage Ratio-0.0599Theta-0.0216Rho-13.44Eff Leverage0.0603Vega