3.46Open3.46Pre Close1 Volume11 Open Interest46.50Strike Price346.00Turnover96.57%IV1.35%PremiumDec 6, 2024Expiry Date2.87Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.7392Delta0.0809Gamma12.61Leverage Ratio-0.2001Theta-0.0030Rho-9.32Eff Leverage0.0135Vega