2.70Open3.70Pre Close72 Volume175 Open Interest22.50Strike Price24.46KTurnover57.78%IV1.54%PremiumDec 20, 2024Expiry Date3.21Intrinsic Value100Multiplier17DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8730Delta0.0649Gamma7.45Leverage Ratio-0.0218Theta0.0089Rho6.50Eff Leverage0.0116Vega