0.15Open0.07Pre Close2.22K Volume1.05K Open Interest4.50Strike Price33.60KTurnover129.76%IV10.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3000Delta0.4155Gamma27.71Leverage Ratio-0.0231Theta-0.0003Rho-8.31Eff Leverage0.0022Vega