0.75Open2.30Pre Close5 Volume107 Open Interest52.50Strike Price344.00Turnover16.24%IV1.14%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier14DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4855Delta0.2413Gamma80.69Leverage Ratio-0.0208Theta-0.0084Rho-39.18Eff Leverage0.0412Vega