0.03Open0.06Pre Close12 Volume2.75K Open Interest2.50Strike Price32.00Turnover122.55%IV15.98%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2206Delta0.8725Gamma54.75Leverage Ratio-0.0088Theta0.0001Rho12.08Eff Leverage0.0008Vega