0.49Open0.53Pre Close6 Volume37 Open Interest17.00Strike Price330.00Turnover34.47%IV1.91%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier22DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6054Delta0.2652Gamma23.04Leverage Ratio-0.0142Theta0.0058Rho13.95Eff Leverage0.0162Vega