0.24Open0.65Pre Close22 Volume34 Open Interest225.00Strike Price354.00Turnover130.07%IV12.73%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0358Delta0.0061Gamma1109.78Leverage Ratio-0.5285Theta0.0002Rho39.75Eff Leverage0.0078Vega