0.70Open0.65Pre Close5 Volume398 Open Interest7.50Strike Price345.00Turnover4099.42%IV1.12%PremiumNov 29, 2024Expiry Date0.56Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7838Delta0.3793Gamma16.97Leverage Ratio-57.2276Theta0.0000Rho13.30Eff Leverage0.0001Vega