0.03Open0.05Pre Close16 Volume457 Open Interest35.00Strike Price33.00Turnover32.90%IV3.76%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0601Delta0.1530Gamma1687.50Leverage Ratio-0.0184Theta0.0001Rho101.43Eff Leverage0.0028Vega