3.30Open3.10Pre Close1 Volume329 Open Interest90.00Strike Price330.00Turnover62.70%IV0.41%PremiumDec 20, 2024Expiry Date2.92Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.7132Delta0.0603Gamma23.23Leverage Ratio-0.3046Theta0.0058Rho16.57Eff Leverage0.0306Vega