0.43Open0.45Pre Close946 Volume2.04K Open Interest12.50Strike Price32.27KTurnover74.00%IV1.78%PremiumDec 6, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6060Delta0.5486Gamma36.62Leverage Ratio-0.0770Theta0.0004Rho22.19Eff Leverage0.0036Vega