0.13Open0.30Pre Close27 Volume257 Open Interest44.00Strike Price347.00Turnover55.16%IV5.93%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0949Delta0.0984Gamma416.30Leverage Ratio-0.0600Theta0.0002Rho39.50Eff Leverage0.0053Vega