0.18Open0.19Pre Close2.47K Volume2.95K Open Interest83.00Strike Price352.72KTurnover92.85%IV1.84%PremiumDec 20, 2024Expiry Date0.91Intrinsic Value100Multiplier2DDays to Expiry1.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5513Delta0.0723Gamma30.75Leverage Ratio-0.6732Theta-0.0023Rho-16.95Eff Leverage0.0233Vega