0.04Open0.06Pre Close165 Volume799 Open Interest59.00Strike Price350.00Turnover646.46%IV3.82%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0224Delta0.0447Gamma6133.00Leverage Ratio-8.8819Theta0.0000Rho-137.25Eff Leverage0.0001Vega