0.10Open0.11Pre Close32 Volume606 Open Interest46.50Strike Price340.00Turnover36.71%IV3.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1449Delta0.1518Gamma407.73Leverage Ratio-0.0552Theta0.0005Rho59.06Eff Leverage0.0093Vega