0.35Open1.13Pre Close10 Volume37 Open Interest59.00Strike Price350.00Turnover22.71%IV2.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3146Delta0.1770Gamma144.83Leverage Ratio-0.0449Theta0.0041Rho45.55Eff Leverage0.0314Vega