3.32Open3.28Pre Close1 Volume2.69K Open Interest42.50Strike Price332.00Turnover32.02%IV0.51%PremiumJan 17, 2025Expiry Date3.12Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8285Delta0.0907Gamma10.36Leverage Ratio-0.0151Theta-0.0142Rho-8.59Eff Leverage0.0239Vega