3.50Open3.70Pre Close1 Volume71 Open Interest94.00Strike Price350.00Turnover38.28%IV0.96%PremiumNov 8, 2024Expiry Date2.58Intrinsic Value100Multiplier3DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.7552Delta0.0912Gamma31.41Leverage Ratio-0.1859Theta0.0061Rho23.72Eff Leverage0.0283Vega