3.55Open4.79Pre Close1 Volume368 Open Interest100.00Strike Price355.00Turnover30.35%IV1.41%PremiumSep 20, 2024Expiry Date2.17Intrinsic Value100Multiplier8DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6734Delta0.0831Gamma32.61Leverage Ratio-0.0936Theta-0.0127Rho-21.96Eff Leverage0.0521Vega