0.05Open0.95Pre Close36 Volume42 Open Interest20.50Strike Price351.00Turnover40.15%IV3.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2215Delta0.3710Gamma198.50Leverage Ratio-0.0335Theta0.0004Rho43.96Eff Leverage0.0059Vega