3.40Open1.95Pre Close1 Volume11 Open Interest98.00Strike Price340.00Turnover36.74%IV0.53%PremiumDec 20, 2024Expiry Date2.90Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.7588Delta0.0807Gamma27.97Leverage Ratio-0.1288Theta-0.0080Rho-21.23Eff Leverage0.0331Vega