3.40Open3.66Pre Close1 Volume81 Open Interest75.00Strike Price340.00Turnover25.35%IV0.89%PremiumJan 17, 2025Expiry Date2.71Intrinsic Value100Multiplier20DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7485Delta0.0693Gamma21.59Leverage Ratio-0.0437Theta0.0297Rho16.16Eff Leverage0.0578Vega