3.51Open2.85Pre Close1 Volume9 Open Interest77.50Strike Price351.00Turnover35.47%IV1.15%PremiumJul 19, 2024Expiry Date2.59Intrinsic Value100Multiplier13DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.7058Delta0.0626Gamma21.08Leverage Ratio-0.0778Theta0.0198Rho14.88Eff Leverage0.0535Vega