0.56Open0.75Pre Close5 Volume280 Open Interest40.00Strike Price337.00Turnover17.62%IV1.59%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier25DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.5671Delta0.2133Gamma45.89Leverage Ratio-0.0174Theta0.0149Rho26.02Eff Leverage0.0412Vega