0.18Open0.15Pre Close1.77K Volume11.11K Open Interest10.50Strike Price32.77KTurnover28.17%IV0.94%PremiumOct 25, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6324Delta1.1461Gamma55.79Leverage Ratio-0.0156Theta0.0008Rho35.28Eff Leverage0.0044Vega