0.10Open0.07Pre Close57 Volume771 Open Interest20.00Strike Price347.00Turnover58.66%IV11.27%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0849Delta0.1174Gamma360.40Leverage Ratio-0.0172Theta0.0002Rho30.59Eff Leverage0.0035Vega