0.04Open0.04Pre Close2.51K Volume1.50K Open Interest46.00Strike Price33.96KTurnover62.92%IV2.56%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1165Delta0.2211Gamma898.40Leverage Ratio-0.2394Theta0.0001Rho104.63Eff Leverage0.0028Vega