0.45Open0.75Pre Close6 Volume7.94K Open Interest20.00Strike Price355.00Turnover27.69%IV1.18%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier11DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6800Delta0.3587Gamma31.40Leverage Ratio-0.0176Theta0.0041Rho21.35Eff Leverage0.0129Vega