0.45Open0.85Pre Close8 Volume340 Open Interest48.50Strike Price335.00Turnover27.78%IV1.78%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3793Delta0.2557Gamma122.43Leverage Ratio-0.0663Theta-0.0021Rho-46.43Eff Leverage0.0204Vega