3.50Open1.78Pre Close1 Volume88 Open Interest90.00Strike Price350.00Turnover29.86%IV0.21%PremiumDec 20, 2024Expiry Date3.32Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8929Delta0.0747Gamma25.31Leverage Ratio-0.0539Theta-0.0058Rho-22.60Eff Leverage0.0160Vega