0.35Open0.40Pre Close672 Volume664 Open Interest13.00Strike Price24.59KTurnover36.69%IV4.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4286Delta0.3280Gamma32.83Leverage Ratio-0.0099Theta-0.0033Rho-14.07Eff Leverage0.0129Vega