3.40Open1.17Pre Close1 Volume3 Open Interest5.00Strike Price340.00Turnover260.09%IV17.53%PremiumJan 17, 2025Expiry Date3.06Intrinsic Value100Multiplier20DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8948Delta0.1609Gamma0.63Leverage Ratio-0.0049Theta-0.0017Rho-0.56Eff Leverage0.0008Vega