0.05Open0.02Pre Close88 Volume2.75K Open Interest2.50Strike Price346.00Turnover145.18%IV47.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1323Delta0.4194Gamma57.00Leverage Ratio-0.0035Theta0.0001Rho7.54Eff Leverage0.0008Vega