11.40Open7.35Pre Close27 Volume103 Open Interest260.00Strike Price32.19KTurnover63.06%IV0.14%PremiumDec 6, 2024Expiry Date11.70Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9227Delta0.0184Gamma20.78Leverage Ratio-0.5699Theta-0.0051Rho-19.17Eff Leverage0.0182Vega