3.20Open3.50Pre Close1 Volume3.97K Open Interest27.00Strike Price320.00Turnover43.25%IV0.63%PremiumJan 17, 2025Expiry Date3.01Intrinsic Value100Multiplier23DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8519Delta0.0703Gamma8.96Leverage Ratio-0.0189Theta0.0143Rho7.63Eff Leverage0.0176Vega