3.53Open3.10Pre Close1 Volume6 Open Interest104.00Strike Price353.00Turnover83.12%IV0.08%PremiumSep 20, 2024Expiry Date3.45Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9924Delta0.0144Gamma30.92Leverage Ratio-0.1519Theta0.0003Rho30.68Eff Leverage0.0004Vega