0.10Open2.88Pre Close33 Volume36 Open Interest30.00Strike Price330.00Turnover81.25%IV31.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0268Delta0.0068Gamma437.00Leverage Ratio-0.0114Theta-0.0007Rho-11.72Eff Leverage0.0069Vega