0.85Open1.15Pre Close4 Volume28 Open Interest36.00Strike Price330.00Turnover30.75%IV2.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4897Delta0.1855Gamma44.78Leverage Ratio-0.0334Theta0.0064Rho21.93Eff Leverage0.0279Vega