0.15Open1.96Pre Close17 Volume121 Open Interest340.00Strike Price345.00Turnover46.18%IV21.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0293Delta0.0024Gamma936.00Leverage Ratio-0.0545Theta0.0035Rho27.44Eff Leverage0.0396Vega