0.52Open0.46Pre Close7 Volume149 Open Interest6.50Strike Price337.00Turnover117.74%IV1.96%PremiumJul 26, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7000Delta0.5603Gamma12.77Leverage Ratio-0.0420Theta-0.0003Rho-8.94Eff Leverage0.0018Vega