0.55Open1.00Pre Close6 Volume366 Open Interest45.00Strike Price355.00Turnover31.74%IV5.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2553Delta0.0857Gamma78.55Leverage Ratio-0.0251Theta-0.0071Rho-20.05Eff Leverage0.0380Vega