0.20Open0.14Pre Close21 Volume738 Open Interest130.00Strike Price355.00Turnover23.70%IV4.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0855Delta0.0404Gamma829.47Leverage Ratio-0.0472Theta0.0018Rho70.95Eff Leverage0.0255Vega