4.00Open4.30Pre Close871 Volume410 Open Interest50.00Strike Price351.75KTurnover56.26%IV2.94%PremiumAug 16, 2024Expiry Date2.61Intrinsic Value100Multiplier21DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type-0.6006Delta0.0599Gamma11.85Leverage Ratio-0.0552Theta-0.0162Rho-7.12Eff Leverage0.0446Vega