0.35Open0.46Pre Close12 Volume209 Open Interest65.00Strike Price346.00Turnover74.78%IV25.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0439Delta0.0060Gamma289.03Leverage Ratio-0.0333Theta-0.0021Rho-12.69Eff Leverage0.0194Vega