0.86Open0.90Pre Close425 Volume4.75K Open Interest12.50Strike Price32.27KTurnover94.57%IV2.16%PremiumOct 25, 2024Expiry Date0.47Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6722Delta0.2977Gamma17.29Leverage Ratio-0.0665Theta0.0008Rho11.62Eff Leverage0.0046Vega