0.20Open0.23Pre Close16 Volume209 Open Interest6.50Strike Price340.00Turnover49.37%IV1.12%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7474Delta0.9939Gamma22.80Leverage Ratio-0.0129Theta-0.0005Rho-17.04Eff Leverage0.0021Vega