3.45Open2.72Pre Close1 Volume2 Open Interest320.00Strike Price345.00Turnover17.06%IV2.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry3.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3806Delta0.0244Gamma79.93Leverage Ratio-0.0880Theta-0.0876Rho-30.42Eff Leverage0.3527Vega