0.11Open0.10Pre Close3 Volume883 Open Interest11.00Strike Price33.00Turnover100.34%IV7.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1938Delta0.2786Gamma107.09Leverage Ratio-0.0544Theta-0.0002Rho-20.75Eff Leverage0.0027Vega