2.70Open3.70Pre Close72 Volume175 Open Interest22.50Strike Price24.46KTurnover55.56%IV1.56%PremiumDec 20, 2024Expiry Date3.20Intrinsic Value100Multiplier17DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8867Delta0.0621Gamma7.45Leverage Ratio-0.0197Theta0.0090Rho6.60Eff Leverage0.0107Vega