1.65Open1.00Pre Close2 Volume337 Open Interest320.00Strike Price330.00Turnover20.86%IV2.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type0.2225Delta0.0342Gamma284.47Leverage Ratio-0.2100Theta0.0122Rho63.31Eff Leverage0.1243Vega