0.15Open0.20Pre Close2 Volume892 Open Interest7.50Strike Price33.00Turnover27.89%IV3.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4350Delta0.7596Gamma43.14Leverage Ratio-0.0043Theta-0.0018Rho-18.77Eff Leverage0.0074Vega