0.35Open0.37Pre Close10 Volume75 Open Interest6.00Strike Price350.00Turnover139.38%IV25.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2113Delta0.0949Gamma16.93Leverage Ratio-0.0145Theta-0.0016Rho-3.58Eff Leverage0.0063Vega