6.25Open6.03Pre Close51 Volume474 Open Interest27.00Strike Price33.03KTurnover141.74%IV0.57%PremiumSep 20, 2024Expiry Date6.29Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8849Delta0.0306Gamma4.97Leverage Ratio-0.0955Theta0.0041Rho4.40Eff Leverage0.0087Vega