0.35Open0.33Pre Close10 Volume298 Open Interest33.00Strike Price353.00Turnover29.27%IV2.28%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.3498Delta0.3234Gamma121.45Leverage Ratio-0.0429Theta-0.0015Rho-42.49Eff Leverage0.0145Vega