0.01Open0.02Pre Close247 Volume887 Open Interest5.50Strike Price347.00Turnover46.31%IV5.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0903Delta0.6926Gamma580.00Leverage Ratio-0.0062Theta0.0000Rho-52.38Eff Leverage0.0008Vega