3.45Open4.50Pre Close1 Volume3 Open Interest12.50Strike Price345.00Turnover136.39%IV0.19%PremiumAug 16, 2024Expiry Date3.42Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8115Delta0.0490Gamma4.01Leverage Ratio-0.0331Theta0.0056Rho3.25Eff Leverage0.0109Vega