0.15Open0.22Pre Close29 Volume149 Open Interest927.50Strike Price350.00Turnover43.01%IV6.41%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0158Delta0.0013Gamma5662.40Leverage Ratio-0.1693Theta-0.0007Rho-89.24Eff Leverage0.0283Vega