0.05Open0.05Pre Close66 Volume659 Open Interest0.50Strike Price330.00Turnover254.69%IV17.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5405Delta1.8207Gamma6.27Leverage Ratio-0.0037Theta0.0001Rho3.39Eff Leverage0.0003Vega