0.45Open0.75Pre Close6 Volume7.93K Open Interest20.00Strike Price355.00Turnover26.98%IV1.18%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6808Delta0.3592Gamma31.40Leverage Ratio-0.0168Theta0.0043Rho21.38Eff Leverage0.0132Vega