0.15Open0.20Pre Close23 Volume519 Open Interest45.00Strike Price345.00Turnover15.62%IV2.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1993Delta0.2453Gamma351.72Leverage Ratio-0.0169Theta0.0024Rho70.08Eff Leverage0.0203Vega