0.60Open0.55Pre Close12 Volume15 Open Interest120.00Strike Price352.00Turnover22.74%IV0.76%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3834Delta0.2294Gamma267.69Leverage Ratio-0.2953Theta-0.0016Rho-102.64Eff Leverage0.0280Vega