0.32Open1.05Pre Close1 Volume12 Open Interest88.00Strike Price32.00Turnover22.57%IV3.24%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2067Delta0.1023Gamma267.34Leverage Ratio-0.0548Theta0.0036Rho55.25Eff Leverage0.0353Vega