4.60Open4.00Pre Close46 Volume116 Open Interest170.00Strike Price24.57KTurnover38.97%IV2.34%PremiumDec 20, 2024Expiry Date1.36Intrinsic Value100Multiplier11DDays to Expiry3.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5275Delta0.0352Gamma32.75Leverage Ratio-0.2019Theta-0.0250Rho-17.27Eff Leverage0.1160Vega