0.80Open1.02Pre Close2.05K Volume3.40K Open Interest31.00Strike Price357.42KTurnover153.56%IV1.36%PremiumJan 17, 2025Expiry Date3.12Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.7885Delta0.0847Gamma8.02Leverage Ratio-0.2123Theta-0.0015Rho-6.33Eff Leverage0.0064Vega