0.05Open0.05Pre Close69 Volume0 Open Interest64.00Strike Price345.00Turnover41.14%IV7.63%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0392Gamma1190.20Leverage Ratio-0.0281Theta0.0003Rho57.16Eff Leverage0.0062Vega