3.30Open3.07Pre Close1 Volume78 Open Interest38.00Strike Price330.00Turnover92.25%IV0.15%PremiumJul 5, 2024Expiry Date3.24Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7971Delta0.0646Gamma10.88Leverage Ratio-0.1349Theta0.0038Rho8.67Eff Leverage0.0134Vega