0.35Open1.13Pre Close10 Volume37 Open Interest59.00Strike Price350.00Turnover23.92%IV2.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3140Delta0.1765Gamma144.83Leverage Ratio-0.0495Theta0.0037Rho45.48Eff Leverage0.0298Vega