28.05Open40.10Pre Close12 Volume15 Open Interest105.00Strike Price33.66KTurnover137.59%IV0.74%PremiumDec 20, 2024Expiry Date27.07Intrinsic Value100Multiplier5DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type0.9248Delta0.0063Gamma4.73Leverage Ratio-0.2847Theta0.0144Rho4.37Eff Leverage0.0231Vega