0.70Open1.10Pre Close4 Volume139 Open Interest10.00Strike Price330.00Turnover130.56%IV0.98%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7066Delta0.2850Gamma9.47Leverage Ratio-0.0584Theta-0.0007Rho-6.69Eff Leverage0.0032Vega