0.03Open0.05Pre Close8 Volume768 Open Interest66.00Strike Price32.00Turnover487.36%IV13.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0237Delta0.0102Gamma1521.48Leverage Ratio-1.7774Theta0.0000Rho-36.09Eff Leverage0.0006Vega