3.30Open3.40Pre Close1 Volume72 Open Interest11.00Strike Price330.00Turnover1590.75%IV0.28%PremiumJul 19, 2024Expiry Date3.26Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9585Delta0.0397Gamma4.32Leverage Ratio-2.6715Theta0.0000Rho4.14Eff Leverage0.0001Vega