3.30Open3.90Pre Close1 Volume212 Open Interest105.00Strike Price330.00Turnover33.70%IV2.67%PremiumJan 17, 2025Expiry Date0.48Intrinsic Value100Multiplier23DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.5512Delta0.0443Gamma26.70Leverage Ratio-0.0839Theta0.0343Rho14.72Eff Leverage0.1049Vega