0.05Open0.15Pre Close51 Volume753 Open Interest57.00Strike Price349.00Turnover52.45%IV9.05%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0705Delta0.0458Gamma581.67Leverage Ratio-0.0434Theta0.0004Rho40.98Eff Leverage0.0076Vega