3.50Open1.45Pre Close1 Volume3 Open Interest182.50Strike Price350.00Turnover30.47%IV0.31%PremiumNov 29, 2024Expiry Date2.95Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6927Delta0.0641Gamma45.46Leverage Ratio-0.2608Theta-0.0114Rho-31.48Eff Leverage0.0636Vega