3.30Open5.20Pre Close1 Volume36 Open Interest97.50Strike Price330.00Turnover29.57%IV0.90%PremiumAug 16, 2024Expiry Date2.45Intrinsic Value100Multiplier1DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.9379Delta0.0752Gamma37.65Leverage Ratio-0.0350Theta-0.0024Rho-35.31Eff Leverage0.0072Vega