3.52Open2.85Pre Close1 Volume277 Open Interest92.50Strike Price352.00Turnover35.14%IV0.80%PremiumDec 20, 2024Expiry Date2.80Intrinsic Value100Multiplier6DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.7439Delta0.0813Gamma26.78Leverage Ratio-0.1044Theta-0.0095Rho-19.92Eff Leverage0.0367Vega