11.35Open7.60Pre Close23 Volume275 Open Interest190.00Strike Price25.29KTurnover41.27%IV2.69%PremiumDec 20, 2024Expiry Date5.60Intrinsic Value100Multiplier22DDays to Expiry5.26Extrinsic Value100Contract SizeAmericanOptions Type0.6413Delta0.0187Gamma17.39Leverage Ratio-0.1828Theta0.0696Rho11.15Eff Leverage0.1804Vega