0.20Open0.15Pre Close21 Volume3.25K Open Interest7.50Strike Price349.00Turnover77.75%IV8.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.3666Delta0.3907Gamma40.37Leverage Ratio-0.0168Theta0.0007Rho14.80Eff Leverage0.0047Vega