0.38Open0.09Pre Close11 Volume354 Open Interest130.00Strike Price345.00Turnover53.50%IV11.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0102Gamma1556.69Leverage Ratio-0.0451Theta0.0004Rho46.41Eff Leverage0.0084Vega