3.50Open3.76Pre Close1 Volume3.30K Open Interest20.00Strike Price350.00Turnover110.12%IV1.26%PremiumSep 20, 2024Expiry Date3.29Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.9753Delta0.0420Gamma5.06Leverage Ratio-0.0097Theta-0.0008Rho-4.94Eff Leverage0.0008Vega