0.04Open0.10Pre Close112 Volume301 Open Interest227.00Strike Price346.00Turnover20.45%IV2.00%PremiumSep 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0478Delta0.0361Gamma5146.67Leverage Ratio-0.0550Theta-0.0003Rho-246.07Eff Leverage0.0134Vega