0.03Open0.06Pre Close11 Volume568 Open Interest12.50Strike Price33.00Turnover63.64%IV7.36%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1025Delta0.2233Gamma336.50Leverage Ratio-0.0209Theta-0.0001Rho-34.49Eff Leverage0.0022Vega