0.30Open0.35Pre Close12 Volume259 Open Interest8.00Strike Price354.00Turnover62.93%IV11.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.2743Delta0.2240Gamma31.67Leverage Ratio-0.0090Theta-0.0018Rho-8.69Eff Leverage0.0079Vega