0.70Open1.00Pre Close5 Volume77 Open Interest106.00Strike Price350.00Turnover16.77%IV0.35%PremiumDec 27, 2024Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6124Delta0.3028Gamma151.90Leverage Ratio-0.1628Theta0.0032Rho93.03Eff Leverage0.0289Vega