3.50Open3.50Pre Close1 Volume0 Open Interest16.00Strike Price350.00Turnover116.15%IV17.33%PremiumDec 20, 2024Expiry Date0.88Intrinsic Value100Multiplier23DDays to Expiry2.62Extrinsic Value100Contract SizeAmericanOptions Type-0.5162Delta0.0907Gamma6.72Leverage Ratio-0.0376Theta-0.0057Rho-3.47Eff Leverage0.0151Vega