0.35Open0.37Pre Close10 Volume75 Open Interest6.00Strike Price350.00Turnover138.86%IV24.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2123Delta0.0957Gamma16.71Leverage Ratio-0.0144Theta-0.0016Rho-3.55Eff Leverage0.0063Vega