0.10Open0.25Pre Close33 Volume55 Open Interest114.00Strike Price347.00Turnover45.55%IV3.55%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0753Delta0.0485Gamma1180.90Leverage Ratio-0.1000Theta-0.0003Rho-88.97Eff Leverage0.0091Vega