0.13Open0.04Pre Close4 Volume868 Open Interest280.00Strike Price32.00Turnover47.55%IV6.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0048Gamma8797.67Leverage Ratio-0.0300Theta0.0001Rho111.63Eff Leverage0.0047Vega