3.35Open3.95Pre Close1 Volume42 Open Interest48.00Strike Price335.00Turnover32.97%IV1.33%PremiumDec 27, 2024Expiry Date2.75Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.9510Delta0.0753Gamma15.47Leverage Ratio-0.0134Theta-0.0029Rho-14.71Eff Leverage0.0048Vega