0.35Open0.97Pre Close10 Volume15 Open Interest26.50Strike Price350.00Turnover45.91%IV0.65%PremiumDec 27, 2024Expiry Date0.18Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.5777Delta0.4749Gamma61.93Leverage Ratio-0.1123Theta-0.0007Rho-35.77Eff Leverage0.0070Vega