0.35Open0.30Pre Close10 Volume32 Open Interest3.00Strike Price350.00Turnover75.85%IV3.08%PremiumNov 15, 2024Expiry Date0.25Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7251Delta0.6505Gamma9.29Leverage Ratio-0.0057Theta0.0009Rho6.73Eff Leverage0.0023Vega