0.01Open0.06Pre Close341 Volume396 Open Interest53.00Strike Price347.00Turnover128.69%IV21.06%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0297Delta0.0077Gamma639.33Leverage Ratio-0.0652Theta-0.0002Rho-18.97Eff Leverage0.0046Vega