0.15Open0.45Pre Close29 Volume805 Open Interest17.00Strike Price350.00Turnover133.23%IV35.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0899Delta0.0623Gamma125.95Leverage Ratio-0.0233Theta0.0002Rho11.32Eff Leverage0.0032Vega