0.40Open0.44Pre Close9 Volume915 Open Interest9.00Strike Price330.00Turnover95.34%IV4.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4445Delta0.3767Gamma24.21Leverage Ratio-0.0402Theta-0.0006Rho-10.76Eff Leverage0.0043Vega