0.27Open0.31Pre Close833 Volume1.59K Open Interest86.00Strike Price32.61KTurnover15.70%IV2.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1603Delta0.1129Gamma465.00Leverage Ratio-0.0281Theta0.0036Rho74.54Eff Leverage0.0334Vega