0.32Open0.05Pre Close1 Volume822 Open Interest30.00Strike Price32.00Turnover50.44%IV8.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1581Delta0.1295Gamma186.53Leverage Ratio-0.0356Theta0.0007Rho29.49Eff Leverage0.0089Vega