0.43Open0.45Pre Close956 Volume2.04K Open Interest12.50Strike Price32.63KTurnover73.98%IV1.70%PremiumDec 6, 2024Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.5841Delta0.5603Gamma36.59Leverage Ratio-0.0786Theta0.0004Rho21.37Eff Leverage0.0037Vega