0.01Open0.01Pre Close347 Volume540 Open Interest9.00Strike Price347.00Turnover229.07%IV70.64%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0222Delta0.0401Gamma528.00Leverage Ratio-0.0063Theta0.0000Rho11.70Eff Leverage0.0003Vega