0.64Open0.75Pre Close6 Volume115 Open Interest27.00Strike Price345.00Turnover65.78%IV-0.11%PremiumJan 10, 2025Expiry Date0.28Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8030Delta0.8809Gamma90.93Leverage Ratio-0.3932Theta0.0001Rho73.02Eff Leverage0.0013Vega