0.35Open0.35Pre Close8 Volume115 Open Interest30.00Strike Price345.00Turnover25.08%IV1.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4934Delta0.3380Gamma66.58Leverage Ratio-0.0286Theta0.0035Rho32.85Eff Leverage0.0188Vega