3.37Open4.38Pre Close1 Volume34 Open Interest76.50Strike Price337.00Turnover35.55%IV0.37%PremiumDec 27, 2024Expiry Date3.10Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.9645Delta0.0566Gamma22.45Leverage Ratio-0.0150Theta-0.0015Rho-21.65Eff Leverage0.0033Vega