3.29Open3.71Pre Close1 Volume36 Open Interest29.00Strike Price329.00Turnover224.92%IV0.08%PremiumSep 20, 2024Expiry Date3.27Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7611Delta0.0793Gamma6.82Leverage Ratio-0.3726Theta-0.0010Rho-5.19Eff Leverage0.0054Vega