0.25Open0.45Pre Close32 Volume53 Open Interest237.50Strike Price336.00Turnover87.78%IV3.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0512Delta0.0224Gamma2296.60Leverage Ratio-1.1936Theta0.0001Rho117.67Eff Leverage0.0056Vega