0.10Open0.08Pre Close36 Volume272 Open Interest13.00Strike Price355.00Turnover102.16%IV55.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0593Delta0.0547Gamma168.00Leverage Ratio-0.0055Theta0.0003Rho9.96Eff Leverage0.0025Vega