0.35Open0.30Pre Close10 Volume32 Open Interest3.00Strike Price350.00Turnover76.49%IV3.08%PremiumNov 15, 2024Expiry Date0.25Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7250Delta0.6504Gamma9.29Leverage Ratio-0.0058Theta0.0009Rho6.73Eff Leverage0.0022Vega