3.50Open3.64Pre Close1 Volume1 Open Interest45.00Strike Price350.00Turnover42.86%IV0.02%PremiumJan 10, 2025Expiry Date3.49Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9960Delta0.0086Gamma13.85Leverage Ratio-0.0069Theta0.0020Rho13.80Eff Leverage0.0004Vega