0.35Open0.05Pre Close10 Volume35 Open Interest22.00Strike Price350.00Turnover196.85%IV27.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0889Delta0.0211Gamma85.71Leverage Ratio-0.0979Theta-0.0005Rho-7.62Eff Leverage0.0062Vega