3.20Open3.30Pre Close1 Volume46 Open Interest21.00Strike Price320.00Turnover43.74%IV0.21%PremiumNov 15, 2024Expiry Date3.15Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9019Delta0.0619Gamma7.21Leverage Ratio-0.0116Theta0.0129Rho6.50Eff Leverage0.0111Vega