3.46Open3.10Pre Close1 Volume355 Open Interest30.00Strike Price346.00Turnover38.42%IV0.39%PremiumJan 17, 2025Expiry Date3.33Intrinsic Value100Multiplier16DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9133Delta0.0584Gamma9.52Leverage Ratio-0.0162Theta0.0120Rho8.70Eff Leverage0.0111Vega