0.35Open0.41Pre Close9 Volume327 Open Interest87.50Strike Price355.00Turnover32.49%IV10.04%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1002Delta0.0216Gamma242.05Leverage Ratio-0.0281Theta-0.0060Rho-24.26Eff Leverage0.0439Vega