11.00Open2.15Pre Close19 Volume14 Open Interest787.50Strike Price25.10KTurnover56.65%IV0.52%PremiumAug 2, 2024Expiry Date22.68Intrinsic Value100Multiplier0DDays to Expiry3.94Extrinsic Value100Contract SizeAmericanOptions Type-0.7974Delta0.0163Gamma32.17Leverage Ratio-4.2185Theta-0.0090Rho-25.65Eff Leverage0.0863Vega