0.03Open0.09Pre Close11 Volume77 Open Interest106.00Strike Price32.00Turnover396.74%IV36.15%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0004Gamma5532.67Leverage Ratio-0.1797Theta0.0000Rho-18.32Eff Leverage0.0007Vega