3.50Open4.10Pre Close1 Volume109 Open Interest80.00Strike Price350.00Turnover2670.26%IV0.36%PremiumSep 20, 2024Expiry Date3.22Intrinsic Value100Multiplier-1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7859Delta0.0771Gamma24.65Leverage Ratio-448.4583Theta0.0000Rho-19.37Eff Leverage0.0004Vega