1.75Open3.90Pre Close2 Volume259 Open Interest97.50Strike Price350.00Turnover35.27%IV6.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.3381Delta0.0469Gamma55.89Leverage Ratio-0.0742Theta0.0167Rho18.90Eff Leverage0.0809Vega