0.44Open1.12Pre Close5.16K Volume3.73K Open Interest72.00Strike Price352.94KTurnover25.23%IV0.65%PremiumMay 2, 2025Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.6017Delta0.2573Gamma90.44Leverage Ratio-0.1366Theta0.0029Rho54.41Eff Leverage0.0229Vega