0.05Open0.05Pre Close52 Volume105 Open Interest77.50Strike Price346.00Turnover71.23%IV0.56%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0763Delta0.4905Gamma7708.00Leverage Ratio-1.9679Theta0.0000Rho588.14Eff Leverage0.0006Vega