0.08Open0.55Pre Close4 Volume37 Open Interest104.00Strike Price32.00Turnover24.39%IV2.28%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1344Delta0.0988Gamma708.93Leverage Ratio-0.0859Theta-0.0010Rho-95.26Eff Leverage0.0194Vega