0.06Open0.06Pre Close269 Volume1.25K Open Interest97.00Strike Price350.00Turnover48.25%IV10.87%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0078Delta0.0054Gamma5834.00Leverage Ratio-0.0083Theta0.0001Rho45.34Eff Leverage0.0018Vega