0.10Open0.11Pre Close33 Volume106 Open Interest2.00Strike Price330.00Turnover55.31%IV4.52%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier18DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.4861Delta1.6479Gamma19.90Leverage Ratio-0.0026Theta-0.0005Rho-9.67Eff Leverage0.0017Vega