50.64Open36.26Pre Close7 Volume139 Open Interest980.00Strike Price25.27KTurnover35.74%IV0.35%PremiumOct 18, 2024Expiry Date22.50Intrinsic Value100Multiplier1DDays to Expiry3.52Extrinsic Value100Contract SizeAmericanOptions Type0.8977Delta0.0098Gamma42.66Leverage Ratio-1.8059Theta0.0225Rho38.30Eff Leverage0.0906Vega