0.45Open0.55Pre Close7 Volume3 Open Interest17.00Strike Price358.00Turnover28.43%IV2.45%PremiumJan 17, 2025Expiry Date0.13Intrinsic Value100Multiplier22DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5719Delta0.3232Gamma29.79Leverage Ratio-0.0117Theta0.0057Rho17.04Eff Leverage0.0168Vega