3.30Open2.85Pre Close1 Volume44 Open Interest47.50Strike Price330.00Turnover43.29%IV2.42%PremiumJan 17, 2025Expiry Date2.10Intrinsic Value100Multiplier16DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.7056Delta0.0761Gamma16.13Leverage Ratio-0.0525Theta0.0142Rho11.38Eff Leverage0.0361Vega