3.53Open2.55Pre Close1 Volume15 Open Interest14.00Strike Price353.00Turnover390.97%IV3.50%PremiumAug 9, 2024Expiry Date3.15Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6446Delta0.0786Gamma2.64Leverage Ratio-0.1978Theta-0.0013Rho-1.70Eff Leverage0.0045Vega