0.30Open1.10Pre Close7 Volume72 Open Interest3.00Strike Price350.00Turnover209.58%IV11.61%PremiumJul 19, 2024Expiry Date0.36Intrinsic Value100Multiplier6DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7053Delta0.3548Gamma5.84Leverage Ratio-0.0252Theta0.0003Rho4.12Eff Leverage0.0016Vega