0.94Open0.92Pre Close437 Volume3.02K Open Interest16.50Strike Price33.89KTurnover86.92%IV1.58%PremiumOct 11, 2024Expiry Date0.67Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6940Delta0.2937Gamma17.79Leverage Ratio-0.0801Theta-0.0008Rho-12.34Eff Leverage0.0048Vega