1.75Open1.15Pre Close2 Volume22 Open Interest27.00Strike Price350.00Turnover45.23%IV2.61%PremiumOct 18, 2024Expiry Date1.02Intrinsic Value100Multiplier19DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.6689Delta0.1261Gamma16.01Leverage Ratio-0.0303Theta0.0087Rho10.71Eff Leverage0.0230Vega