0.32Open0.37Pre Close1 Volume368 Open Interest34.00Strike Price32.00Turnover86.39%IV18.04%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1669Delta0.0595Gamma105.73Leverage Ratio-0.0524Theta0.0013Rho17.64Eff Leverage0.0122Vega