0.35Open0.65Pre Close9 Volume322 Open Interest70.00Strike Price349.00Turnover45.48%IV3.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.1478Delta0.0993Gamma401.89Leverage Ratio-0.1377Theta-0.0005Rho-59.42Eff Leverage0.0118Vega