0.40Open0.50Pre Close11 Volume474 Open Interest13.00Strike Price340.00Turnover58.22%IV5.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3925Delta0.3378Gamma42.07Leverage Ratio-0.0262Theta0.0011Rho16.51Eff Leverage0.0075Vega