0.05Open0.04Pre Close106 Volume792 Open Interest205.00Strike Price330.00Turnover49.79%IV11.88%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0074Delta0.0025Gamma9162.00Leverage Ratio-0.0173Theta0.0001Rho67.91Eff Leverage0.0034Vega