0.35Open0.26Pre Close10 Volume1.52K Open Interest2.50Strike Price350.00Turnover90.17%IV8.57%PremiumNov 15, 2024Expiry Date0.13Intrinsic Value100Multiplier9DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6728Delta0.9600Gamma11.67Leverage Ratio-0.0078Theta0.0004Rho7.85Eff Leverage0.0015Vega