0.43Open0.45Pre Close966 Volume2.04K Open Interest12.50Strike Price33.05KTurnover76.73%IV1.25%PremiumDec 6, 2024Expiry Date0.28Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6661Delta0.5104Gamma28.72Leverage Ratio-0.0777Theta0.0004Rho19.13Eff Leverage0.0034Vega