0.36Open0.30Pre Close550 Volume550 Open Interest38.50Strike Price32.35KTurnover42.51%IV0.13%PremiumJan 10, 2025Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7281Delta0.3065Gamma47.72Leverage Ratio-0.1335Theta0.0012Rho34.74Eff Leverage0.0084Vega