0.34Open0.86Pre Close349 Volume843 Open Interest75.00Strike Price32.60KTurnover67.15%IV0.86%PremiumOct 4, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.5826Delta0.1637Gamma63.14Leverage Ratio-0.5958Theta0.0009Rho36.78Eff Leverage0.0139Vega