45.20Open37.09Pre Close6 Volume529 Open Interest527.50Strike Price25.24KTurnover42.91%IV0.44%PremiumSep 27, 2024Expiry Date37.62Intrinsic Value100Multiplier4DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.9403Delta0.0046Gamma14.60Leverage Ratio-0.4009Theta0.0560Rho13.73Eff Leverage0.0715Vega