0.35Open0.31Pre Close10 Volume342 Open Interest31.00Strike Price356.00Turnover35.22%IV1.23%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.5059Delta0.3521Gamma68.84Leverage Ratio-0.0636Theta0.0016Rho34.83Eff Leverage0.0128Vega