3.55Open2.90Pre Close1 Volume37 Open Interest46.00Strike Price355.00Turnover70.76%IV0.00%PremiumOct 18, 2024Expiry Date3.55Intrinsic Value100Multiplier19DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6566Delta0.0539Gamma8.66Leverage Ratio-0.0630Theta-0.0147Rho-5.69Eff Leverage0.0357Vega