3.50Open3.00Pre Close1 Volume82 Open Interest55.00Strike Price350.00Turnover87.76%IV11.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.4524Delta0.0371Gamma16.14Leverage Ratio-0.1113Theta0.0110Rho7.30Eff Leverage0.0482Vega