0.15Open0.10Pre Close23 Volume44 Open Interest25.00Strike Price337.00Turnover81.08%IV15.37%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.0705Gamma310.43Leverage Ratio-0.0281Theta0.0002Rho24.19Eff Leverage0.0037Vega