0.33Open0.45Pre Close11 Volume315 Open Interest30.00Strike Price353.00Turnover167.43%IV14.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2743Delta0.0684Gamma35.19Leverage Ratio-0.1892Theta0.0008Rho9.65Eff Leverage0.0097Vega