0.35Open1.19Pre Close10 Volume6 Open Interest23.50Strike Price332.00Turnover55.76%IV0.13%PremiumOct 11, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7112Delta0.4931Gamma47.74Leverage Ratio-0.1238Theta0.0004Rho33.95Eff Leverage0.0042Vega