1.85Open2.12Pre Close2 Volume718 Open Interest87.50Strike Price345.00Turnover19.33%IV0.64%PremiumAug 16, 2024Expiry Date1.05Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5676Delta0.0947Gamma40.21Leverage Ratio-0.0293Theta-0.0264Rho-22.82Eff Leverage0.0869Vega