6.20Open4.65Pre Close46 Volume86 Open Interest155.00Strike Price32.56KTurnover572.98%IV0.41%PremiumNov 8, 2024Expiry Date7.50Intrinsic Value100Multiplier0DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.8950Delta0.0309Gamma21.10Leverage Ratio-36.0422Theta0.0001Rho18.89Eff Leverage0.0019Vega