0.03Open0.05Pre Close8 Volume768 Open Interest66.00Strike Price32.00Turnover503.77%IV13.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0242Delta0.0106Gamma1521.18Leverage Ratio-1.9630Theta0.0000Rho-36.80Eff Leverage0.0006Vega