3.20Open4.32Pre Close1 Volume803 Open Interest63.00Strike Price320.00Turnover34.46%IV1.38%PremiumAug 2, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.8427Delta0.0998Gamma25.71Leverage Ratio-0.0767Theta0.0060Rho21.66Eff Leverage0.0168Vega