0.35Open0.46Pre Close12 Volume209 Open Interest65.00Strike Price346.00Turnover77.49%IV26.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0419Delta0.0055Gamma292.40Leverage Ratio-0.0336Theta-0.0021Rho-12.25Eff Leverage0.0189Vega