3.30Open3.60Pre Close1 Volume218 Open Interest125.00Strike Price330.00Turnover27.64%IV1.59%PremiumDec 20, 2024Expiry Date1.33Intrinsic Value100Multiplier20DDays to Expiry1.97Extrinsic Value100Contract SizeAmericanOptions Type-0.5404Delta0.0496Gamma32.54Leverage Ratio-0.0721Theta-0.0334Rho-17.59Eff Leverage0.1160Vega