0.55Open0.82Pre Close6 Volume710 Open Interest12.50Strike Price330.00Turnover41.70%IV2.45%PremiumJul 19, 2024Expiry Date0.25Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5668Delta0.3728Gamma22.27Leverage Ratio-0.0125Theta-0.0028Rho-12.62Eff Leverage0.0100Vega