0.03Open0.02Pre Close11 Volume676 Open Interest172.50Strike Price32.00Turnover40.15%IV5.59%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0122Delta0.0067Gamma9135.00Leverage Ratio-0.0200Theta-0.0001Rho-111.22Eff Leverage0.0037Vega