0.48Open0.58Pre Close441 Volume764 Open Interest3.50Strike Price24.24KTurnover216.45%IV2.16%PremiumOct 4, 2024Expiry Date0.66Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8266Delta0.2979Gamma5.55Leverage Ratio-0.0341Theta0.0002Rho4.58Eff Leverage0.0010Vega