3.30Open3.80Pre Close1 Volume1 Open Interest13.00Strike Price330.00Turnover150.64%IV1.62%PremiumJan 17, 2025Expiry Date3.14Intrinsic Value100Multiplier20DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7218Delta0.0956Gamma2.72Leverage Ratio-0.0277Theta-0.0051Rho-1.96Eff Leverage0.0079Vega