0.03Open0.03Pre Close122 Volume857 Open Interest6.50Strike Price339.00Turnover149.11%IV20.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0410Delta0.0769Gamma410.00Leverage Ratio-0.0131Theta0.0000Rho-16.81Eff Leverage0.0007Vega