0.06Open0.05Pre Close70 Volume359 Open Interest17.50Strike Price350.00Turnover76.12%IV4.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1083Delta0.3182Gamma558.33Leverage Ratio-0.0699Theta0.0000Rho60.45Eff Leverage0.0014Vega