0.04Open0.12Pre Close57 Volume45 Open Interest26.00Strike Price349.00Turnover130.58%IV22.13%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0812Delta0.0527Gamma213.70Leverage Ratio-0.0511Theta0.0002Rho17.35Eff Leverage0.0033Vega