3.37Open3.13Pre Close1 Volume20 Open Interest26.00Strike Price337.00Turnover86.77%IV0.48%PremiumNov 8, 2024Expiry Date3.26Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.9404Delta0.0642Gamma6.89Leverage Ratio-0.0261Theta-0.0017Rho-6.48Eff Leverage0.0026Vega