7.60Open7.70Pre Close44 Volume83 Open Interest77.00Strike Price32.66KTurnover80.92%IV0.38%PremiumNov 22, 2024Expiry Date7.08Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8701Delta0.0309Gamma11.10Leverage Ratio-0.1996Theta0.0066Rho9.66Eff Leverage0.0179Vega