0.11Open0.15Pre Close3 Volume401 Open Interest85.00Strike Price33.00Turnover30.47%IV4.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0815Delta0.0516Gamma349.49Leverage Ratio-0.0479Theta-0.0008Rho-28.50Eff Leverage0.0145Vega