123.00Open84.80Pre Close2 Volume69 Open Interest720.00Strike Price24.70KTurnover81.49%IV1.03%PremiumDec 6, 2024Expiry Date115.39Intrinsic Value100Multiplier2DDays to Expiry8.62Extrinsic Value100Contract SizeAmericanOptions Type0.9922Delta0.0004Gamma7.19Leverage Ratio-0.2173Theta0.0418Rho7.13Eff Leverage0.0137Vega