0.85Open1.10Pre Close4 Volume19 Open Interest52.50Strike Price330.00Turnover16.13%IV0.47%PremiumSep 20, 2024Expiry Date0.51Intrinsic Value100Multiplier7DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6612Delta0.3235Gamma69.33Leverage Ratio-0.0273Theta-0.0054Rho-45.83Eff Leverage0.0262Vega