3.30Open2.65Pre Close1 Volume7 Open Interest32.00Strike Price330.00Turnover40.81%IV0.37%PremiumOct 18, 2024Expiry Date3.17Intrinsic Value100Multiplier19DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8594Delta0.0674Gamma10.05Leverage Ratio-0.0226Theta0.0142Rho8.63Eff Leverage0.0181Vega