0.58Open0.62Pre Close6 Volume39 Open Interest47.50Strike Price350.00Turnover41.56%IV8.31%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2348Delta0.0810Gamma88.82Leverage Ratio-0.0392Theta0.0042Rho20.86Eff Leverage0.0280Vega