3.50Open3.50Pre Close1 Volume111 Open Interest120.00Strike Price350.00Turnover42.78%IV8.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.3553Delta0.0296Gamma42.56Leverage Ratio-0.1021Theta0.0250Rho15.12Eff Leverage0.1095Vega