0.11Open0.15Pre Close28 Volume290 Open Interest18.00Strike Price344.00Turnover35.88%IV4.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3486Delta0.2547Gamma53.29Leverage Ratio-0.0143Theta0.0031Rho18.58Eff Leverage0.0150Vega