The Local Group dwarf elliptical galaxy M32 hosts one of the nearest and most under-luminous super-massive black holes (SMBHs) ever known, offering a rare opportunity to study the physics of accreting SMBHs at the most quiescent state. Recent Very Large Array (VLA) observations have detected a radio source at the nucleus of M32, which is suggested to be the radio counterpart of the SMBH. To further investigate the radio properties of this nuclear source, we have conducted followup, high-resolution VLA observations in four epochs between 2015-2017, each with dual frequencies. At 6 GHz, the nuclear source is resolved under an angular resolution of ∼0. ′′ 4, exhibiting a coreless, slightly lopsided morphology with a detectable extent of ∼2. ′′ 5 (∼10 parsec). No significant variability can be found among the four epochs. At 15 GHz, no significant emission can be detected within the same region, pointing to a steep intrinsic radio spectrum (with a 3 σ upper limit of -1.46 for the spectral index). We discuss possible scenarios for the nature of this nuclear source and conclude that a stellar origin, in particular planetary nebulae, X-ray binaries, supernova remnants or diffuse ionized gas powered by massive stars, can be ruled out. Instead, the observed radio properties can be explained by synchrotron radiation from a hypothetical wind driven by the weakly accreting SMBH.