0.55Open0.45Pre Close463 Volume430 Open Interest7.00Strike Price25.82KTurnover76.77%IV1.10%PremiumJul 26, 2024Expiry Date0.53Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8240Delta0.4521Gamma12.55Leverage Ratio-0.0215Theta0.0006Rho10.34Eff Leverage0.0019Vega