11.35Open7.60Pre Close23 Volume275 Open Interest190.00Strike Price25.29KTurnover41.15%IV2.69%PremiumDec 20, 2024Expiry Date5.60Intrinsic Value100Multiplier22DDays to Expiry5.26Extrinsic Value100Contract SizeAmericanOptions Type0.6414Delta0.0187Gamma17.39Leverage Ratio-0.1818Theta0.0700Rho11.15Eff Leverage0.1809Vega