0.56Open1.03Pre Close582 Volume1.23K Open Interest17.50Strike Price24.20KTurnover53.95%IV0.85%PremiumJul 26, 2024Expiry Date0.22Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7131Delta0.8416Gamma60.07Leverage Ratio-0.1090Theta0.0002Rho42.84Eff Leverage0.0026Vega