0.05Open0.05Pre Close69 Volume136 Open Interest31.00Strike Price347.00Turnover29.63%IV12.50%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0796Delta0.0689Gamma368.00Leverage Ratio-0.0065Theta0.0015Rho29.28Eff Leverage0.0107Vega