0.40Open0.35Pre Close9 Volume128 Open Interest130.00Strike Price347.00Turnover34.23%IV8.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.0769Delta0.0158Gamma436.80Leverage Ratio-0.0488Theta-0.0036Rho-33.60Eff Leverage0.0385Vega