3.30Open1.30Pre Close1 Volume20 Open Interest370.00Strike Price330.00Turnover35.27%IV2.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.3710Delta0.0249Gamma95.89Leverage Ratio-0.6054Theta0.0184Rho35.58Eff Leverage0.1629Vega