3.50Open3.50Pre Close1 Volume1 Open Interest70.00Strike Price350.00Turnover22.73%IV1.60%PremiumAug 16, 2024Expiry Date2.42Intrinsic Value100Multiplier16DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7532Delta0.1032Gamma24.35Leverage Ratio-0.0255Theta-0.0173Rho-18.34Eff Leverage0.0450Vega