3.50Open3.70Pre Close1 Volume44 Open Interest16.00Strike Price350.00Turnover70.62%IV0.15%PremiumNov 15, 2024Expiry Date3.47Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8921Delta0.0551Gamma5.26Leverage Ratio-0.0159Theta0.0082Rho4.69Eff Leverage0.0088Vega