0.60Open0.55Pre Close12 Volume15 Open Interest120.00Strike Price352.00Turnover25.68%IV0.76%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3842Delta0.2301Gamma267.69Leverage Ratio-0.4309Theta-0.0013Rho-102.84Eff Leverage0.0247Vega