0.03Open0.05Pre Close8 Volume768 Open Interest66.00Strike Price32.00Turnover433.80%IV13.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0229Delta0.0095Gamma1522.40Leverage Ratio-1.3290Theta0.0000Rho-34.87Eff Leverage0.0007Vega