0.03Open0.10Pre Close104 Volume282 Open Interest4.50Strike Price355.00Turnover83.90%IV10.24%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0903Delta0.4679Gamma332.00Leverage Ratio-0.0098Theta0.0000Rho-29.98Eff Leverage0.0007Vega