0.01Open0.02Pre Close32 Volume790 Open Interest513.00Strike Price32.00Turnover307.80%IV5.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0007Gamma54444.00Leverage Ratio-2.3839Theta0.0000Rho-153.41Eff Leverage0.0003Vega