0.06Open0.10Pre Close6 Volume40 Open Interest131.00Strike Price32.00Turnover50.31%IV11.73%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0200Delta0.0078Gamma2606.44Leverage Ratio-0.0294Theta0.0003Rho52.24Eff Leverage0.0060Vega