0.04Open0.08Pre Close5 Volume213 Open Interest395.00Strike Price32.00Turnover67.51%IV13.51%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0110Delta0.0015Gamma4972.00Leverage Ratio-0.0651Theta0.0002Rho54.56Eff Leverage0.0081Vega