0.10Open0.15Pre Close34 Volume18 Open Interest52.46Strike Price340.00Turnover63.70%IV14.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0616Delta0.0314Gamma458.60Leverage Ratio-0.0346Theta0.0005Rho28.27Eff Leverage0.0074Vega