0.06Open0.06Pre Close129 Volume363 Open Interest44.00Strike Price337.00Turnover74.50%IV1.15%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0693Delta0.4061Gamma4351.00Leverage Ratio-0.5659Theta0.0000Rho301.52Eff Leverage0.0006Vega