0.06Open0.10Pre Close9.20K Volume9.09K Open Interest91.00Strike Price33.50KTurnover269.49%IV0.69%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0585Delta0.2919Gamma9039.00Leverage Ratio-22.7843Theta0.0000Rho528.42Eff Leverage0.0002Vega