0.45Open0.40Pre Close1.05K Volume4.91K Open Interest0.50Strike Price33.99KTurnover225.36%IV2.63%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier20DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8553Delta0.5650Gamma2.53Leverage Ratio-0.0023Theta0.0002Rho2.17Eff Leverage0.0004Vega