0.04Open0.02Pre Close115 Volume1.69K Open Interest29.50Strike Price346.00Turnover40.61%IV7.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0533Delta0.0963Gamma1103.20Leverage Ratio-0.0145Theta0.0001Rho58.84Eff Leverage0.0030Vega