3.50Open8.84Pre Close1 Volume18 Open Interest97.00Strike Price350.00Turnover17.15%IV0.39%PremiumJan 17, 2025Expiry Date3.11Intrinsic Value100Multiplier25DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7867Delta0.0650Gamma25.34Leverage Ratio-0.0353Theta0.0507Rho19.94Eff Leverage0.0758Vega