0.85Open2.80Pre Close575 Volume889 Open Interest64.00Strike Price33.90KTurnover29.31%IV0.55%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3709Delta0.6408Gamma425.33Leverage Ratio-0.3168Theta0.0002Rho157.78Eff Leverage0.0076Vega