3.30Open3.90Pre Close1 Volume279 Open Interest105.00Strike Price330.00Turnover21.79%IV1.34%PremiumJan 17, 2025Expiry Date1.87Intrinsic Value100Multiplier20DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6622Delta0.0671Gamma31.67Leverage Ratio-0.0585Theta0.0369Rho20.97Eff Leverage0.0913Vega