0.35Open0.37Pre Close10 Volume75 Open Interest6.00Strike Price350.00Turnover137.65%IV24.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2147Delta0.0976Gamma17.64Leverage Ratio-0.0143Theta-0.0016Rho-3.79Eff Leverage0.0063Vega