0.70Open1.00Pre Close5 Volume77 Open Interest106.00Strike Price350.00Turnover13.37%IV0.35%PremiumDec 27, 2024Expiry Date0.33Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6178Delta0.3062Gamma151.90Leverage Ratio-0.1011Theta0.0050Rho93.85Eff Leverage0.0355Vega