26.60Open28.72Pre Close13 Volume31 Open Interest160.00Strike Price33.75KTurnover211.24%IV0.41%PremiumAug 23, 2024Expiry Date24.94Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.8865Delta0.0107Gamma5.22Leverage Ratio-0.8774Theta-0.0051Rho-4.63Eff Leverage0.0163Vega