1.75Open1.40Pre Close2 Volume15 Open Interest570.00Strike Price350.00Turnover18.80%IV6.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.1368Delta0.0085Gamma307.87Leverage Ratio-0.1274Theta0.0466Rho42.12Eff Leverage0.3000Vega