2.13Open3.80Pre Close2 Volume9 Open Interest136.00Strike Price345.00Turnover19.27%IV0.37%PremiumDec 6, 2024Expiry Date0.81Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.6492Delta0.1621Gamma97.72Leverage Ratio-0.1796Theta0.0066Rho63.44Eff Leverage0.0440Vega