3.50Open3.80Pre Close1 Volume2 Open Interest35.00Strike Price350.00Turnover98.57%IV1.13%PremiumSep 20, 2024Expiry Date3.07Intrinsic Value100Multiplier7DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.7589Delta0.0613Gamma9.82Leverage Ratio-0.1243Theta0.0046Rho7.46Eff Leverage0.0161Vega