0.60Open1.40Pre Close6 Volume35 Open Interest237.50Strike Price355.00Turnover22.10%IV2.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1953Delta0.0484Gamma387.44Leverage Ratio-0.1871Theta-0.0050Rho-75.68Eff Leverage0.0712Vega