0.48Open1.21Pre Close18 Volume33 Open Interest79.50Strike Price301.00Turnover18.53%IV0.03%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.6979Delta1.7057Gamma530.73Leverage Ratio-0.5249Theta0.0001Rho370.38Eff Leverage0.0038Vega