3.58Open4.90Pre Close1 Volume153 Open Interest95.00Strike Price358.00Turnover11.49%IV1.01%PremiumJan 17, 2025Expiry Date2.65Intrinsic Value100Multiplier24DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type-0.8453Delta0.1262Gamma33.58Leverage Ratio-0.0083Theta-0.0240Rho-28.38Eff Leverage0.0522Vega