0.01Open0.02Pre Close247 Volume887 Open Interest5.50Strike Price347.00Turnover51.58%IV5.34%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0904Delta0.6936Gamma580.00Leverage Ratio-0.0074Theta0.0000Rho-52.42Eff Leverage0.0007Vega