0.85Open1.15Pre Close4 Volume28 Open Interest36.00Strike Price330.00Turnover33.50%IV2.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4882Delta0.1846Gamma44.78Leverage Ratio-0.0392Theta0.0054Rho21.86Eff Leverage0.0257Vega