0.35Open0.40Pre Close11 Volume3.65K Open Interest7.00Strike Price351.00Turnover60.73%IV2.19%PremiumJul 19, 2024Expiry Date0.15Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5623Delta0.5820Gamma19.57Leverage Ratio-0.0136Theta-0.0010Rho-11.01Eff Leverage0.0044Vega