3.50Open3.64Pre Close1 Volume1 Open Interest45.00Strike Price350.00Turnover41.29%IV0.02%PremiumJan 10, 2025Expiry Date3.49Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9966Delta0.0076Gamma13.85Leverage Ratio-0.0066Theta0.0020Rho13.81Eff Leverage0.0003Vega