0.20Open0.06Pre Close48 Volume4.70K Open Interest92.50Strike Price349.00Turnover70.06%IV9.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0147Gamma2826.33Leverage Ratio-0.0300Theta0.0001Rho63.52Eff Leverage0.0028Vega