0.25Open1.00Pre Close14 Volume14 Open Interest195.00Strike Price350.00Turnover16.10%IV2.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1319Delta0.0561Gamma762.12Leverage Ratio-0.0736Theta0.0038Rho100.51Eff Leverage0.0504Vega