0.90Open0.75Pre Close4 Volume24 Open Interest24.50Strike Price330.00Turnover39.71%IV0.92%PremiumOct 4, 2024Expiry Date0.53Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7218Delta0.3314Gamma33.06Leverage Ratio-0.0398Theta-0.0018Rho-23.86Eff Leverage0.0086Vega