0.35Open0.60Pre Close11 Volume23 Open Interest49.00Strike Price359.00Turnover34.08%IV0.96%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.4715Delta0.2572Gamma85.17Leverage Ratio-0.1053Theta-0.0019Rho-40.16Eff Leverage0.0181Vega