0.60Open1.40Pre Close6 Volume35 Open Interest237.50Strike Price355.00Turnover22.21%IV2.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1954Delta0.0484Gamma387.44Leverage Ratio-0.1891Theta-0.0049Rho-75.69Eff Leverage0.0708Vega