1.20Open1.32Pre Close3 Volume49 Open Interest56.00Strike Price355.00Turnover15.61%IV0.92%PremiumNov 15, 2024Expiry Date0.64Intrinsic Value100Multiplier25DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5848Delta0.1805Gamma47.11Leverage Ratio-0.0146Theta-0.0175Rho-27.55Eff Leverage0.0558Vega