0.05Open0.05Pre Close39 Volume39 Open Interest14.00Strike Price347.00Turnover121.35%IV13.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1065Delta0.0987Gamma107.07Leverage Ratio-0.0488Theta-0.0002Rho-11.41Eff Leverage0.0028Vega