1.87Open1.75Pre Close3.43K Volume5.18K Open Interest42.00Strike Price350.20KTurnover48.06%IV1.04%PremiumOct 18, 2024Expiry Date0.72Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6516Delta0.1952Gamma36.21Leverage Ratio-0.1249Theta0.0023Rho23.59Eff Leverage0.0146Vega