0.70Open1.00Pre Close5 Volume77 Open Interest106.00Strike Price350.00Turnover14.74%IV0.35%PremiumDec 27, 2024Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6152Delta0.3046Gamma151.90Leverage Ratio-0.1233Theta0.0041Rho93.45Eff Leverage0.0325Vega