0.57Open1.10Pre Close6 Volume7 Open Interest22.00Strike Price342.00Turnover41.30%IV1.79%PremiumNov 29, 2024Expiry Date0.18Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6876Delta0.9900Gamma87.28Leverage Ratio-0.1104Theta-0.0002Rho-60.01Eff Leverage0.0031Vega