3.30Open1.25Pre Close1 Volume38 Open Interest105.00Strike Price330.00Turnover28.28%IV0.81%PremiumJul 19, 2024Expiry Date2.43Intrinsic Value100Multiplier2DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.8272Delta0.0951Gamma39.42Leverage Ratio-0.1334Theta0.0067Rho32.61Eff Leverage0.0243Vega