0.08Open0.03Pre Close4 Volume40 Open Interest21.00Strike Price32.00Turnover25.68%IV8.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1321Delta0.1729Gamma243.38Leverage Ratio-0.0062Theta0.0015Rho32.16Eff Leverage0.0103Vega