3.36Open3.09Pre Close1 Volume16 Open Interest60.00Strike Price336.00Turnover20.47%IV0.84%PremiumDec 20, 2024Expiry Date2.83Intrinsic Value100Multiplier24DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.8321Delta0.0765Gamma19.04Leverage Ratio-0.0232Theta0.0319Rho15.84Eff Leverage0.0402Vega