0.07Open0.06Pre Close61 Volume473 Open Interest56.00Strike Price336.00Turnover26.56%IV3.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0659Delta0.1064Gamma1650.29Leverage Ratio-0.0275Theta-0.0002Rho-108.70Eff Leverage0.0058Vega