0.87Open0.52Pre Close4 Volume966 Open Interest5.50Strike Price350.00Turnover89.60%IV1.07%PremiumNov 1, 2024Expiry Date0.84Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9609Delta0.2108Gamma5.51Leverage Ratio-0.0034Theta-0.0004Rho-5.30Eff Leverage0.0004Vega