0.45Open0.48Pre Close7 Volume891 Open Interest18.00Strike Price345.00Turnover17.42%IV1.70%PremiumOct 18, 2024Expiry Date0.24Intrinsic Value100Multiplier22DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6554Delta0.4742Gamma38.40Leverage Ratio-0.0082Theta0.0069Rho25.17Eff Leverage0.0164Vega