0.05Open0.35Pre Close20 Volume37 Open Interest45.00Strike Price352.00Turnover53.86%IV7.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.1423Delta0.0676Gamma193.20Leverage Ratio-0.0616Theta-0.0011Rho-27.49Eff Leverage0.0139Vega