32.35Open37.82Pre Close1 Volume15 Open Interest460.00Strike Price3.24KTurnover71.08%IV0.25%PremiumSep 27, 2024Expiry Date31.14Intrinsic Value100Multiplier2DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.8991Delta0.0068Gamma15.10Leverage Ratio-1.0489Theta0.0224Rho13.58Eff Leverage0.0642Vega