0.10Open0.12Pre Close36 Volume252 Open Interest11.00Strike Price330.00Turnover57.26%IV16.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1055Delta0.0981Gamma129.90Leverage Ratio-0.0072Theta-0.0008Rho-13.71Eff Leverage0.0059Vega