32.55Open14.76Pre Close1 Volume5 Open Interest2250.00Strike Price3.26KTurnover66.96%IV9.10%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry32.55Extrinsic Value100Contract SizeAmericanOptions Type0.2702Delta0.0015Gamma59.86Leverage Ratio-4.1482Theta0.1326Rho16.18Eff Leverage1.0944Vega