3.52Open2.85Pre Close1 Volume277 Open Interest92.50Strike Price352.00Turnover38.54%IV0.80%PremiumDec 20, 2024Expiry Date2.80Intrinsic Value100Multiplier5DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.7456Delta0.0812Gamma26.78Leverage Ratio-0.1278Theta-0.0080Rho-19.97Eff Leverage0.0331Vega