0.32Open1.35Pre Close1 Volume8 Open Interest109.00Strike Price32.00Turnover32.90%IV0.35%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5309Delta0.2030Gamma136.18Leverage Ratio-0.5634Theta0.0017Rho72.30Eff Leverage0.0237Vega