0.40Open0.30Pre Close10 Volume1.16K Open Interest32.50Strike Price354.00Turnover23.03%IV4.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.3038Delta0.2198Gamma105.07Leverage Ratio-0.0174Theta0.0044Rho31.92Eff Leverage0.0241Vega