1.75Open2.80Pre Close2 Volume44 Open Interest16.00Strike Price350.00Turnover68.96%IV4.29%PremiumJan 17, 2025Expiry Date1.02Intrinsic Value100Multiplier23DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.6768Delta0.1216Gamma9.73Leverage Ratio-0.0243Theta0.0062Rho6.58Eff Leverage0.0154Vega