11.35Open7.60Pre Close23 Volume275 Open Interest190.00Strike Price25.29KTurnover41.03%IV2.69%PremiumDec 20, 2024Expiry Date5.60Intrinsic Value100Multiplier22DDays to Expiry5.26Extrinsic Value100Contract SizeAmericanOptions Type0.6415Delta0.0188Gamma17.39Leverage Ratio-0.1808Theta0.0704Rho11.15Eff Leverage0.1814Vega