0.95Open0.15Pre Close5 Volume37 Open Interest129.00Strike Price345.00Turnover30.14%IV1.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type-0.2746Delta0.1199Gamma274.95Leverage Ratio-0.2774Theta-0.0017Rho-75.49Eff Leverage0.0308Vega