0.35Open0.22Pre Close10 Volume64 Open Interest39.00Strike Price350.00Turnover46.08%IV3.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2951Delta0.2093Gamma127.00Leverage Ratio-0.0944Theta0.0010Rho37.47Eff Leverage0.0123Vega