0.03Open0.05Pre Close8 Volume768 Open Interest66.00Strike Price32.00Turnover419.72%IV13.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0233Delta0.0099Gamma1523.69Leverage Ratio-1.2822Theta0.0000Rho-35.54Eff Leverage0.0007Vega