3.50Open2.46Pre Close1 Volume77 Open Interest60.00Strike Price350.00Turnover42.82%IV0.63%PremiumDec 6, 2024Expiry Date3.10Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9221Delta0.0638Gamma19.72Leverage Ratio-0.0624Theta0.0039Rho18.18Eff Leverage0.0078Vega