55.13Open56.55Pre Close6 Volume135 Open Interest557.50Strike Price33.24KTurnover67.76%IV-0.28%PremiumDec 6, 2024Expiry Date56.53Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9736Delta0.0020Gamma10.82Leverage Ratio-0.3591Theta0.0300Rho10.53Eff Leverage0.0279Vega