0.03Open0.05Pre Close37 Volume508 Open Interest100.00Strike Price351.00Turnover32.17%IV12.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0263Delta0.0119Gamma1784.80Leverage Ratio-0.0128Theta0.0007Rho46.90Eff Leverage0.0097Vega