0.01Open0.02Pre Close32 Volume619 Open Interest4.50Strike Price32.00Turnover128.46%IV28.86%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0496Delta0.2011Gamma350.00Leverage Ratio-0.0049Theta0.0000Rho17.36Eff Leverage0.0004Vega