0.43Open0.45Pre Close954 Volume2.04K Open Interest12.50Strike Price32.56KTurnover73.58%IV1.58%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5899Delta0.5598Gamma34.22Leverage Ratio-0.0777Theta0.0004Rho20.18Eff Leverage0.0037Vega