0.15Open0.07Pre Close21 Volume478 Open Interest8.00Strike Price347.00Turnover103.31%IV0.66%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7992Delta0.5992Gamma16.13Leverage Ratio-0.0468Theta-0.0002Rho-12.89Eff Leverage0.0013Vega