7.60Open7.70Pre Close44 Volume83 Open Interest77.00Strike Price32.66KTurnover81.88%IV0.38%PremiumNov 22, 2024Expiry Date7.08Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8700Delta0.0309Gamma11.10Leverage Ratio-0.2041Theta0.0065Rho9.66Eff Leverage0.0177Vega