0.03Open0.02Pre Close109 Volume116 Open Interest37.00Strike Price347.00Turnover54.23%IV9.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0430Delta0.0525Gamma1127.00Leverage Ratio-0.0199Theta0.0001Rho48.47Eff Leverage0.0029Vega