0.35Open0.41Pre Close9 Volume326 Open Interest87.50Strike Price355.00Turnover41.53%IV10.04%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1536Delta0.0228Gamma110.65Leverage Ratio-0.0488Theta-0.0096Rho-17.00Eff Leverage0.0593Vega