0.60Open1.08Pre Close680 Volume424 Open Interest19.00Strike Price32.92KTurnover71.22%IV1.92%PremiumDec 6, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5925Delta0.3328Gamma32.59Leverage Ratio-0.0964Theta0.0008Rho19.31Eff Leverage0.0064Vega