0.35Open0.30Pre Close11 Volume750 Open Interest12.00Strike Price330.00Turnover144.86%IV7.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3205Delta0.2446Gamma38.71Leverage Ratio-0.1229Theta-0.0003Rho-12.41Eff Leverage0.0036Vega