0.35Open0.50Pre Close10 Volume2 Open Interest95.00Strike Price350.00Turnover40.17%IV12.81%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1528Delta0.0265Gamma125.21Leverage Ratio-0.0435Theta0.0084Rho19.14Eff Leverage0.0522Vega