7.04Open5.35Pre Close36 Volume66 Open Interest76.00Strike Price24.59KTurnover59.83%IV0.24%PremiumOct 25, 2024Expiry Date6.05Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9013Delta0.0346Gamma12.97Leverage Ratio-0.1167Theta0.0071Rho11.69Eff Leverage0.0146Vega