0.05Open0.06Pre Close12 Volume420 Open Interest73.00Strike Price33.00Turnover70.41%IV10.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0177Delta0.0138Gamma3295.00Leverage Ratio-0.0197Theta0.0001Rho58.48Eff Leverage0.0020Vega