1.75Open1.15Pre Close2 Volume22 Open Interest27.00Strike Price350.00Turnover45.12%IV2.61%PremiumOct 18, 2024Expiry Date1.02Intrinsic Value100Multiplier19DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.6690Delta0.1262Gamma16.01Leverage Ratio-0.0302Theta0.0088Rho10.71Eff Leverage0.0231Vega