108.25Open103.00Pre Close3 Volume329 Open Interest815.00Strike Price32.48KTurnover66.06%IV0.25%PremiumDec 20, 2024Expiry Date105.93Intrinsic Value100Multiplier3DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type0.9796Delta0.0009Gamma8.63Leverage Ratio-0.4249Theta0.0673Rho8.46Eff Leverage0.0418Vega