0.03Open0.05Pre Close37 Volume508 Open Interest100.00Strike Price351.00Turnover29.49%IV12.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0263Delta0.0120Gamma1784.80Leverage Ratio-0.0110Theta0.0009Rho46.97Eff Leverage0.0105Vega