0.11Open0.10Pre Close3 Volume775 Open Interest100.00Strike Price33.00Turnover45.40%IV10.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0215Gamma727.84Leverage Ratio-0.0470Theta0.0008Rho41.21Eff Leverage0.0133Vega