254.35Open532.15Pre Close1 Volume12 Open Interest1820.00Strike Price25.44KTurnover95.23%IV1.55%PremiumJul 19, 2024Expiry Date229.75Intrinsic Value100Multiplier4DDays to Expiry24.60Extrinsic Value100Contract SizeAmericanOptions Type-0.8926Delta0.0011Gamma6.71Leverage Ratio-3.0741Theta-0.1618Rho-5.99Eff Leverage0.3259Vega