0.32Open0.47Pre Close1 Volume25 Open Interest10.50Strike Price32.00Turnover60.84%IV0.54%PremiumDec 27, 2024Expiry Date0.27Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8206Delta0.8054Gamma33.02Leverage Ratio-0.0301Theta-0.0002Rho-27.09Eff Leverage0.0014Vega