0.01Open0.07Pre Close20 Volume431 Open Interest34.50Strike Price32.00Turnover42.90%IV7.88%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0556Gamma2133.33Leverage Ratio-0.0111Theta0.0001Rho66.26Eff Leverage0.0021Vega