0.35Open0.10Pre Close10 Volume5 Open Interest67.00Strike Price350.00Turnover31.64%IV1.43%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3524Delta0.2492Gamma189.71Leverage Ratio-0.1760Theta0.0012Rho66.86Eff Leverage0.0175Vega