0.15Open0.15Pre Close26 Volume761 Open Interest36.50Strike Price330.00Turnover148.93%IV23.89%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0329Delta0.0100Gamma478.00Leverage Ratio-0.0588Theta-0.0002Rho-15.73Eff Leverage0.0036Vega