55.13Open56.55Pre Close6 Volume135 Open Interest557.50Strike Price33.24KTurnover58.37%IV0.05%PremiumDec 6, 2024Expiry Date54.50Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9868Delta0.0013Gamma11.19Leverage Ratio-0.1861Theta0.0306Rho11.04Eff Leverage0.0155Vega