5.50Open4.20Pre Close53 Volume2.15K Open Interest5.00Strike Price32.96KTurnover217.20%IV1.10%PremiumDec 20, 2024Expiry Date6.77Intrinsic Value100Multiplier19DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9747Delta0.0099Gamma1.72Leverage Ratio-0.0092Theta0.0025Rho1.67Eff Leverage0.0016Vega