0.60Open0.50Pre Close6 Volume70 Open Interest20.00Strike Price350.00Turnover100.33%IV20.73%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2560Delta0.0894Gamma33.96Leverage Ratio-0.0363Theta0.0017Rho8.69Eff Leverage0.0115Vega