0.05Open0.05Pre Close87 Volume495 Open Interest5.50Strike Price345.00Turnover55.08%IV5.96%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1860Delta0.8839Gamma173.97Leverage Ratio-0.0101Theta0.0001Rho32.35Eff Leverage0.0015Vega