0.05Open0.05Pre Close70 Volume35 Open Interest52.50Strike Price350.00Turnover97.20%IV13.99%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0385Delta0.0252Gamma922.00Leverage Ratio-0.0458Theta0.0001Rho35.54Eff Leverage0.0029Vega