0.04Open0.06Pre Close49 Volume460 Open Interest280.00Strike Price347.00Turnover69.02%IV10.89%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0174Delta0.0035Gamma3367.87Leverage Ratio-0.0736Theta0.0002Rho58.50Eff Leverage0.0076Vega