11.20Open28.40Pre Close25 Volume17 Open Interest225.00Strike Price33.78KTurnover68.24%IV1.75%PremiumJul 26, 2024Expiry Date1.05Intrinsic Value100Multiplier0DDays to Expiry3.95Extrinsic Value100Contract SizeAmericanOptions Type0.5616Delta0.0501Gamma61.09Leverage Ratio-1.6933Theta0.0032Rho34.31Eff Leverage0.0454Vega