0.95Open0.97Pre Close236 Volume734 Open Interest25.00Strike Price24.05KTurnover68.57%IV3.19%PremiumJul 19, 2024Expiry Date0.11Intrinsic Value100Multiplier6DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.5414Delta0.1740Gamma25.75Leverage Ratio-0.0755Theta0.0022Rho13.94Eff Leverage0.0132Vega