0.06Open0.10Pre Close8.52K Volume9.09K Open Interest91.00Strike Price32.70KTurnover26.14%IV0.42%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.4151Gamma6041.67Leverage Ratio-0.3087Theta0.0000Rho423.04Eff Leverage0.0017Vega