3.30Open3.60Pre Close1 Volume79 Open Interest420.00Strike Price330.00Turnover21.23%IV4.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.2842Delta0.0157Gamma91.09Leverage Ratio-0.1735Theta0.0704Rho25.89Eff Leverage0.3454Vega