0.28Open0.62Pre Close17 Volume393 Open Interest73.50Strike Price354.00Turnover30.20%IV1.70%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1952Delta0.2194Gamma517.14Leverage Ratio-0.1317Theta0.0005Rho100.95Eff Leverage0.0115Vega