3.50Open2.51Pre Close1 Volume87 Open Interest55.00Strike Price350.00Turnover107.34%IV2.33%PremiumDec 20, 2024Expiry Date2.27Intrinsic Value100Multiplier5DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.6036Delta0.0574Gamma13.18Leverage Ratio-0.2595Theta-0.0047Rho-7.96Eff Leverage0.0241Vega