1.75Open1.10Pre Close2 Volume82 Open Interest40.00Strike Price350.00Turnover56.38%IV2.15%PremiumSep 20, 2024Expiry Date0.87Intrinsic Value100Multiplier6DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.6367Delta0.1294Gamma24.77Leverage Ratio-0.1014Theta0.0039Rho15.77Eff Leverage0.0193Vega