0.45Open0.45Pre Close268 Volume31 Open Interest96.00Strike Price25.32KTurnover22.56%IV0.70%PremiumJan 10, 2025Expiry Date0.11Intrinsic Value100Multiplier2DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5644Delta0.2438Gamma137.30Leverage Ratio-0.1899Theta0.0030Rho77.50Eff Leverage0.0282Vega