11.40Open7.35Pre Close27 Volume103 Open Interest260.00Strike Price32.19KTurnover73.28%IV0.14%PremiumDec 6, 2024Expiry Date11.70Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9238Delta0.0183Gamma20.78Leverage Ratio-0.7731Theta-0.0038Rho-19.19Eff Leverage0.0154Vega