0.63Open1.24Pre Close5 Volume383 Open Interest43.00Strike Price355.00Turnover24.37%IV0.14%PremiumNov 29, 2024Expiry Date0.74Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8132Delta0.3534Gamma52.83Leverage Ratio-0.0467Theta-0.0016Rho-42.96Eff Leverage0.0085Vega