0.34Open2.12Pre Close10 Volume111 Open Interest45.00Strike Price340.00Turnover102.50%IV18.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.1308Delta0.0405Gamma117.45Leverage Ratio-0.0837Theta0.0008Rho15.37Eff Leverage0.0109Vega