0.87Open1.05Pre Close467 Volume620 Open Interest9.00Strike Price32.87KTurnover150.32%IV-0.31%PremiumJan 10, 2025Expiry Date0.75Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8492Delta0.2972Gamma11.96Leverage Ratio-0.0649Theta0.0002Rho10.16Eff Leverage0.0012Vega