5.55Open5.06Pre Close81 Volume415 Open Interest34.00Strike Price33.61KTurnover84.82%IV1.01%PremiumDec 6, 2024Expiry Date3.70Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8809Delta0.0743Gamma7.98Leverage Ratio-0.0612Theta-0.0027Rho-7.03Eff Leverage0.0064Vega