0.35Open1.05Pre Close10 Volume523 Open Interest87.50Strike Price350.00Turnover38.76%IV12.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0745Delta0.0150Gamma306.34Leverage Ratio-0.0295Theta-0.0041Rho-22.82Eff Leverage0.0341Vega