0.80Open1.02Pre Close2.05K Volume3.60K Open Interest31.00Strike Price357.42KTurnover144.58%IV1.36%PremiumJan 17, 2025Expiry Date3.12Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7953Delta0.0852Gamma8.02Leverage Ratio-0.1882Theta-0.0016Rho-6.38Eff Leverage0.0066Vega