0.03Open0.05Pre Close11 Volume919 Open Interest30.00Strike Price33.00Turnover83.47%IV15.68%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0397Gamma865.33Leverage Ratio-0.0205Theta0.0001Rho32.46Eff Leverage0.0020Vega