3.30Open5.80Pre Close1 Volume1 Open Interest25.00Strike Price330.00Turnover64.93%IV6.31%PremiumJan 17, 2025Expiry Date1.62Intrinsic Value100Multiplier24DDays to Expiry1.68Extrinsic Value100Contract SizeAmericanOptions Type0.6827Delta0.0798Gamma9.86Leverage Ratio-0.0348Theta0.0103Rho6.73Eff Leverage0.0245Vega