0.05Open0.95Pre Close36 Volume42 Open Interest20.50Strike Price351.00Turnover41.35%IV3.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2214Delta0.3708Gamma198.50Leverage Ratio-0.0355Theta0.0004Rho43.94Eff Leverage0.0058Vega