3.50Open4.70Pre Close1 Volume25 Open Interest135.00Strike Price350.00Turnover37.85%IV3.19%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type-0.4381Delta0.0532Gamma54.33Leverage Ratio-0.1911Theta-0.0118Rho-23.80Eff Leverage0.0773Vega