0.35Open1.55Pre Close10 Volume23 Open Interest43.00Strike Price346.00Turnover20.15%IV1.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.4339Delta0.4159Gamma142.70Leverage Ratio-0.0471Theta0.0022Rho61.92Eff Leverage0.0185Vega