0.02Open0.04Pre Close126 Volume766 Open Interest47.00Strike Price355.00Turnover34.49%IV3.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0498Delta0.0862Gamma1956.00Leverage Ratio-0.0230Theta-0.0001Rho-97.36Eff Leverage0.0035Vega