0.65Open0.44Pre Close6 Volume313 Open Interest82.50Strike Price351.00Turnover21.64%IV0.13%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7347Delta1.1988Gamma254.77Leverage Ratio-0.5410Theta0.0001Rho187.19Eff Leverage0.0041Vega