3.46Open3.46Pre Close1 Volume11 Open Interest46.50Strike Price346.00Turnover82.99%IV1.35%PremiumDec 6, 2024Expiry Date2.87Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.7551Delta0.0837Gamma12.93Leverage Ratio-0.1501Theta-0.0035Rho-9.76Eff Leverage0.0143Vega