0.06Open0.05Pre Close6 Volume645 Open Interest14.00Strike Price32.00Turnover64.84%IV5.81%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1320Delta0.2900Gamma296.20Leverage Ratio-0.0341Theta-0.0001Rho-39.10Eff Leverage0.0024Vega