0.10Open0.20Pre Close35 Volume232 Open Interest85.00Strike Price347.00Turnover25.95%IV11.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0678Delta0.0253Gamma509.60Leverage Ratio-0.0140Theta0.0034Rho34.53Eff Leverage0.0261Vega