0.09Open0.07Pre Close37 Volume569 Open Interest79.00Strike Price347.00Turnover6.89%IV0.45%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2667Delta0.5979Gamma880.67Leverage Ratio-0.0233Theta-0.0019Rho-234.91Eff Leverage0.0262Vega