0.35Open0.37Pre Close10 Volume75 Open Interest6.00Strike Price350.00Turnover140.73%IV25.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2086Delta0.0928Gamma16.85Leverage Ratio-0.0146Theta-0.0016Rho-3.51Eff Leverage0.0063Vega