0.06Open0.10Pre Close6 Volume40 Open Interest131.00Strike Price32.00Turnover50.06%IV11.69%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0201Delta0.0079Gamma2607.33Leverage Ratio-0.0293Theta0.0003Rho52.44Eff Leverage0.0060Vega