3.50Open2.97Pre Close1 Volume22 Open Interest50.00Strike Price350.00Turnover14.36%IV0.60%PremiumJan 17, 2025Expiry Date3.18Intrinsic Value100Multiplier23DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9628Delta0.0418Gamma15.87Leverage Ratio-0.0090Theta0.0310Rho15.28Eff Leverage0.0110Vega