0.35Open0.15Pre Close10 Volume27 Open Interest95.00Strike Price350.00Turnover42.84%IV7.39%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.0413Gamma273.20Leverage Ratio-0.0819Theta0.0020Rho35.49Eff Leverage0.0253Vega