27.55Open30.80Pre Close141 Volume214 Open Interest330.00Strike Price350.56KTurnover97.51%IV1.99%PremiumNov 29, 2024Expiry Date17.78Intrinsic Value100Multiplier4DDays to Expiry6.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6972Delta0.0115Gamma13.44Leverage Ratio-1.5046Theta-0.0220Rho-9.37Eff Leverage0.1089Vega