2.70Open3.70Pre Close72 Volume175 Open Interest22.50Strike Price24.46KTurnover54.07%IV1.24%PremiumDec 20, 2024Expiry Date3.28Intrinsic Value100Multiplier17DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8863Delta0.0642Gamma7.26Leverage Ratio-0.0192Theta0.0090Rho6.44Eff Leverage0.0107Vega