2.70Open3.70Pre Close72 Volume175 Open Interest22.50Strike Price24.46KTurnover55.57%IV1.44%PremiumDec 20, 2024Expiry Date3.23Intrinsic Value100Multiplier16DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.8869Delta0.0630Gamma7.46Leverage Ratio-0.0199Theta0.0088Rho6.61Eff Leverage0.0105Vega