3.30Open4.24Pre Close1 Volume234 Open Interest220.00Strike Price330.00Turnover28.82%IV5.00%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.3446Delta0.0242Gamma63.01Leverage Ratio-0.1339Theta0.0431Rho21.71Eff Leverage0.1945Vega