0.03Open0.02Pre Close109 Volume11 Open Interest37.00Strike Price347.00Turnover47.44%IV9.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0441Delta0.0552Gamma1129.00Leverage Ratio-0.0169Theta0.0002Rho49.82Eff Leverage0.0033Vega