0.35Open0.35Pre Close12 Volume938 Open Interest82.50Strike Price345.00Turnover18.66%IV4.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1904Delta0.0743Gamma210.45Leverage Ratio-0.0238Theta0.0090Rho40.06Eff Leverage0.0532Vega