1.65Open2.20Pre Close2 Volume15 Open Interest24.00Strike Price330.00Turnover62.27%IV0.31%PremiumJan 10, 2025Expiry Date1.57Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9431Delta0.1098Gamma15.98Leverage Ratio-0.0276Theta0.0010Rho15.07Eff Leverage0.0019Vega