0.05Open0.10Pre Close99 Volume222 Open Interest212.50Strike Price345.00Turnover83.03%IV4.77%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0272Delta0.0129Gamma4057.60Leverage Ratio-0.4674Theta0.0000Rho110.35Eff Leverage0.0037Vega