0.45Open0.75Pre Close6 Volume7.93K Open Interest20.00Strike Price355.00Turnover26.93%IV1.18%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6809Delta0.3592Gamma31.40Leverage Ratio-0.0167Theta0.0043Rho21.38Eff Leverage0.0132Vega