0.12Open0.31Pre Close5 Volume277 Open Interest85.00Strike Price32.00Turnover67.62%IV11.57%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0221Delta0.0089Gamma1921.20Leverage Ratio-0.0379Theta-0.0002Rho-42.48Eff Leverage0.0046Vega