3.50Open3.50Pre Close1 Volume3 Open Interest80.00Strike Price350.00Turnover47.72%IV9.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.3916Delta0.0360Gamma27.86Leverage Ratio-0.0685Theta0.0234Rho10.91Eff Leverage0.0858Vega