0.11Open0.43Pre Close24.84K Volume2.97K Open Interest226.00Strike Price346.29KTurnover22.73%IV0.72%PremiumJan 16, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0567Delta0.1102Gamma4987.56Leverage Ratio-0.3780Theta0.0001Rho283.00Eff Leverage0.0052Vega