0.95Open1.20Pre Close300 Volume1.71K Open Interest50.00Strike Price32.77KTurnover24.06%IV0.10%PremiumDec 20, 2024Expiry Date0.78Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7161Delta0.2307Gamma47.24Leverage Ratio-0.0531Theta0.0051Rho33.83Eff Leverage0.0207Vega