3.60Open3.52Pre Close1.06K Volume2.10K Open Interest40.00Strike Price346.56KTurnover106.04%IV16.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.4367Delta0.0387Gamma13.00Leverage Ratio-0.0827Theta0.0090Rho5.68Eff Leverage0.0378Vega