0.06Open0.10Pre Close5 Volume520 Open Interest25.00Strike Price33.00Turnover20.89%IV6.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1576Delta0.1945Gamma236.20Leverage Ratio-0.0069Theta0.0023Rho37.23Eff Leverage0.0143Vega