3.20Open2.65Pre Close1 Volume756 Open Interest90.00Strike Price320.00Turnover20.23%IV1.25%PremiumJan 17, 2025Expiry Date2.05Intrinsic Value100Multiplier11DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.7518Delta0.0952Gamma34.41Leverage Ratio-0.0538Theta0.0212Rho25.87Eff Leverage0.0520Vega