3.50Open4.50Pre Close1 Volume3 Open Interest88.00Strike Price350.00Turnover33.71%IV0.05%PremiumOct 18, 2024Expiry Date3.46Intrinsic Value100Multiplier15DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6996Delta0.0605Gamma19.21Leverage Ratio-0.0594Theta-0.0217Rho-13.44Eff Leverage0.0605Vega