0.11Open0.35Pre Close3 Volume76 Open Interest11.50Strike Price33.00Turnover116.29%IV6.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2464Delta0.4469Gamma109.30Leverage Ratio-0.0990Theta0.0001Rho26.93Eff Leverage0.0019Vega