0.05Open0.02Pre Close2.09K Volume599 Open Interest26.50Strike Price32.77KTurnover51.20%IV2.97%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2727Delta0.3523Gamma167.10Leverage Ratio-0.0930Theta0.0003Rho45.57Eff Leverage0.0061Vega