3.50Open2.46Pre Close1 Volume77 Open Interest60.00Strike Price350.00Turnover43.06%IV0.63%PremiumDec 6, 2024Expiry Date3.10Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9220Delta0.0639Gamma19.72Leverage Ratio-0.0629Theta0.0039Rho18.18Eff Leverage0.0077Vega