1.75Open1.58Pre Close2 Volume105 Open Interest37.50Strike Price350.00Turnover37.67%IV1.58%PremiumSep 20, 2024Expiry Date1.14Intrinsic Value100Multiplier27DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.6482Delta0.0938Gamma16.98Leverage Ratio-0.0306Theta0.0168Rho11.01Eff Leverage0.0390Vega