1.70Open1.10Pre Close2 Volume35 Open Interest92.50Strike Price340.00Turnover13.80%IV1.49%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier27DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type0.5779Delta0.1117Gamma53.81Leverage Ratio-0.0315Theta0.0389Rho31.09Eff Leverage0.0994Vega