3.50Open4.30Pre Close72 Volume191 Open Interest96.00Strike Price24.15KTurnover59.23%IV0.53%PremiumOct 4, 2024Expiry Date3.49Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.7342Delta0.0542Gamma21.87Leverage Ratio-0.2787Theta0.0072Rho16.05Eff Leverage0.0335Vega