0.72Open0.80Pre Close6 Volume821 Open Interest125.00Strike Price351.00Turnover32.45%IV6.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.1453Delta0.0304Gamma279.93Leverage Ratio-0.0747Theta-0.0055Rho-40.68Eff Leverage0.0527Vega