3.50Open3.68Pre Close1 Volume13 Open Interest27.50Strike Price350.00Turnover130.96%IV0.74%PremiumJan 10, 2025Expiry Date3.32Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9867Delta0.0260Gamma7.27Leverage Ratio-0.0279Theta-0.0003Rho-7.18Eff Leverage0.0004Vega