111.54Open105.57Pre Close3 Volume10 Open Interest470.00Strike Price33.46KTurnover216.79%IV0.33%PremiumSep 20, 2024Expiry Date109.65Intrinsic Value100Multiplier1DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type0.9837Delta0.0007Gamma5.27Leverage Ratio-1.4408Theta0.0099Rho5.18Eff Leverage0.0109Vega