0.21Open0.26Pre Close25 Volume341 Open Interest12.00Strike Price350.00Turnover56.00%IV1.18%PremiumOct 18, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6074Delta0.7275Gamma39.47Leverage Ratio-0.0483Theta-0.0004Rho-23.97Eff Leverage0.0036Vega