0.45Open0.60Pre Close490 Volume802 Open Interest5.00Strike Price24.33KTurnover113.50%IV2.84%PremiumSep 20, 2024Expiry Date0.42Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6847Delta0.4995Gamma8.33Leverage Ratio-0.0185Theta-0.0006Rho-5.70Eff Leverage0.0022Vega