0.50Open1.20Pre Close7 Volume1 Open Interest80.00Strike Price350.00Turnover268.09%IV0.08%PremiumJul 5, 2024Expiry Date0.44Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5753Delta0.1817Gamma72.33Leverage Ratio-11.6049Theta0.0000Rho-41.61Eff Leverage0.0032Vega