0.21Open0.25Pre Close15 Volume865 Open Interest52.50Strike Price334.00Turnover24.66%IV7.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1429Delta0.0806Gamma246.05Leverage Ratio-0.0170Theta0.0036Rho35.17Eff Leverage0.0256Vega