0.86Open0.86Pre Close4 Volume848 Open Interest5.50Strike Price350.00Turnover137.30%IV0.11%PremiumDec 6, 2024Expiry Date0.91Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9451Delta0.2280Gamma5.05Leverage Ratio-0.0087Theta-0.0003Rho-4.77Eff Leverage0.0004Vega