0.11Open0.15Pre Close28 Volume290 Open Interest18.00Strike Price344.00Turnover34.81%IV4.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3489Delta0.2552Gamma53.29Leverage Ratio-0.0135Theta0.0033Rho18.60Eff Leverage0.0154Vega