0.05Open0.05Pre Close72 Volume792 Open Interest8.50Strike Price345.00Turnover149.44%IV8.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1604Delta0.3974Gamma157.90Leverage Ratio-0.0747Theta0.0000Rho25.33Eff Leverage0.0010Vega