0.20Open0.40Pre Close14 Volume23 Open Interest16.00Strike Price350.00Turnover2625.37%IV1.07%PremiumNov 29, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5644Delta0.7805Gamma63.68Leverage Ratio-191.2879Theta0.0000Rho-35.94Eff Leverage0.0001Vega