0.17Open0.46Pre Close21 Volume27 Open Interest96.00Strike Price336.00Turnover16.92%IV2.06%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.1671Delta0.1472Gamma628.13Leverage Ratio-0.0528Theta0.0018Rho104.98Eff Leverage0.0251Vega