0.35Open0.35Pre Close12 Volume938 Open Interest82.50Strike Price345.00Turnover18.21%IV4.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1906Delta0.0745Gamma210.45Leverage Ratio-0.0228Theta0.0095Rho40.12Eff Leverage0.0544Vega