0.82Open0.49Pre Close3 Volume82 Open Interest28.50Strike Price330.00Turnover37.11%IV2.08%PremiumJan 10, 2025Expiry Date0.66Intrinsic Value100Multiplier2DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.8171Delta0.3774Gamma38.40Leverage Ratio-0.0509Theta-0.0009Rho-31.38Eff Leverage0.0051Vega