0.48Open0.40Pre Close8 Volume311 Open Interest15.00Strike Price349.00Turnover34.06%IV5.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3995Delta0.2815Gamma36.31Leverage Ratio-0.0102Theta0.0042Rho14.50Eff Leverage0.0156Vega