3.49Open1.51Pre Close1 Volume2 Open Interest29.00Strike Price349.00Turnover108.07%IV2.41%PremiumJan 17, 2025Expiry Date2.86Intrinsic Value100Multiplier4DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.8055Delta0.0937Gamma8.30Leverage Ratio-0.1000Theta-0.0023Rho-6.68Eff Leverage0.0075Vega