0.02Open0.03Pre Close100 Volume61 Open Interest28.50Strike Price355.00Turnover52.77%IV9.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0626Gamma1299.50Leverage Ratio-0.0132Theta0.0001Rho49.72Eff Leverage0.0021Vega